SEI Institutional Investments Trust Long Duration Fund

Class No Load (LDRAX)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 8.92
Mean 0.77
Sharpe Ratio 1.03
Bear Market Decile Rank 38

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Govt/Credit Long TR USD
R-Squared 84.68 97.75
Beta 2.88 0.95
Alpha -1.39 0.59