Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDCDX (SEI Asset Allc Diversified Cnsrv Inc D) | NA | 5.60% | 0.88% | 2.11% | 2.40% | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 11/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDCDX (SEI Asset Allc Diversified Cnsrv Inc D) | 11/02/2000 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.60 | 0.88 | 2.11 | 2.40 | NA | NA | … | … | 1.17 | 6.83 | 12.74 | -16.31 | 3.07 | 5.70 | 2.38 | 4.93 | 9.05 | -2.01 | 0.27 | -0.24 |
| Sharpe Ratio | NA | 1.43 | 0.09 | 0.13 | 0.19 | NA | NA | … | … | 1.28 | 1.51 | 1.79 | -1.61 | 0.01 | 0.71 | 0.07 | 1.12 | 1.98 | -0.54 | -0.33 | -0.82 |
| Standard Deviation(%) | NA | 3.86 | 7.77 | 6.53 | 5.60 | NA | NA | … | … | 2.41 | 4.48 | 7.06 | 10.70 | 3.90 | 3.41 | 3.12 | 3.56 | 4.22 | 5.71 | 6.30 | 7.06 |
| Draw Down(%) | NA | 1.97 | 22.66 | 23.86 | 23.86 | NA | NA | … | … | 1.06 | 3.12 | 9.02 | 23.16 | 2.74 | 2.27 | 2.26 | 3.67 | 3.37 | 6.82 | 5.99 | 2.24 |
| Yield(%) | 0.00 | 3.27 | 2.40 | 3.33 | 2.97 | 2.21 | 1.66 | … | … | 0.00 | 3.55 | 1.96 | 3.01 | 4.04 | 5.33 | 2.45 | 2.70 | 2.02 | 2.48 | 3.95 | 3.97 |
Data as of 05/18/2011, Common starting date is 11/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDCDX (SEI Asset Allc Diversified Cnsrv Inc D) |
-5.01%
Feb 2006 – Feb 2009 |
-1.73%
Feb 2004 – Feb 2009 |
2.26%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDCDX (SEI Asset Allc Diversified Cnsrv Inc D) |
6.07%
Sep 2002 – Sep 2005 |
5.61%
Sep 2002 – Sep 2007 |
2.70%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart