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SAGSX: SEI Asset Allc Diversified Agrsv Stk A (MUTUAL FUND)
Basic Info
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/25/1998 |
Last Dividend Date: | 12/30/2010 |
12-Mo. Yield | 3.70% |
Expenses | - |
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Performance Analytics (As of 05/18/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/25/1998 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 19.6 | -4.7 | -0.5 | 1.4 | 2.1 | 3.9 | 13.7 | 28.2 | -44.7 | 4.5 | 16.6 | 9.0 | 13.5 | 29.9 | -21.2 | -14.7 | -12.5 | 28.4 | 6.5 |
Sharpe Ratio | NA | 1.2 | -0.17 | -0.07 | 0.0 | 0.01 | 0.93 | 0.73 | 1.06 | -1.13 | 0.09 | 1.23 | 0.7 | 1.16 | 1.99 | -1.05 | -0.86 | -0.83 | 1.8 | 0.24 |
Draw Down(%) | NA | 8.0 | 57.3 | 61.5 | 61.5 | 61.5 | 7.2 | 15.6 | 27.4 | 55.3 | 11.8 | 10.8 | 7.0 | 8.5 | 14.2 | 31.6 | 31.5 | 21.1 | 10.0 | 26.6 |
Standard Deviation(%) | NA | 16.2 | 29.3 | 24.8 | 20.5 | 19.9 | 11.6 | 18.5 | 26.5 | 40.2 | 15.9 | 10.9 | 9.7 | 10.8 | 14.7 | 21.3 | 20.0 | 20.0 | 14.0 | 18.2 |
Treynor Ratio | NA | 0.21 | -0.05 | -0.02 | 0.0 | 0.0 | 0.16 | 0.14 | 0.29 | -0.47 | 0.02 | 0.13 | 0.07 | 0.13 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.0 | -0.02 | -0.02 | -0.01 | 0.0 | -0.01 | -0.01 | 0.01 | -0.06 | -0.01 | 0.0 | 0.01 | 0.02 | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.93 | 0.97 | 0.97 | 0.97 | 0.97 | 0.69 | 1.01 | 0.96 | 0.97 | 0.98 | 1.02 | 0.91 | 0.95 | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.88 | 0.97 | 0.96 | 0.76 | 0.6 | 0.58 | 0.97 | 0.97 | 0.98 | 0.95 | 0.91 | 0.93 | 0.88 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 3.7 | 1.5 | 2.3 | 1.9 | N/A | 0.0 | 3.7 | 2.3 | 0.8 | 4.0 | 2.4 | 1.1 | 1.6 | 0.9 | 0.4 | 3.2 | 8.2 | 5.7 | 5.6 |
Dividend Growth(%) | N/A | 147.6 | -38.4 | 88.0 | N/A | N/A | -100.0 | 101.1 | 57.9 | -79.8 | 89.3 | 146.3 | -26.2 | 127.8 | 80.0 | -89.6 | -69.2 | 77.1 | 1.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/25/1998
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