SEI Institutional Investments Trust Long Duration Fund (LDRAX)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SEI Institutional Investments Trust Long Duration Fund (LDRAX) is up 1.0% since the beginning of the year. LDRAX is currently trading at $6 per share. Investors who bought $1,000 worth of LDRAX shares 5 years ago would now be looking at an investment worth $819.

SEI Institutional Investments Trust Long Duration Fund (LDRAX) has returned 0.95% so far this year and 6.13% over the past 12 months. Over the last ten years, LDRAX has returned 1.45% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Apr 30, 2004, LDRAX's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Dec 2011 with a return of +11.3%, while the worst month was Apr 2022 at -9.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, LDRAX closed higher 48% of trading days. The best single day was Dec 7, 2011 with a return of +8.0%, while the worst single day was Dec 12, 2012 at -7.3%.

SEI Institutional Investments Trust Long Duration Fund has an annualized alpha of 3.22%, beta of -0.10, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since April 30, 2004.

• This fund participated in 18.32% of S&P 500 Index downside but only 13.67% of its upside - more exposed to losses than it benefited from rallies.
• Beta of -0.10 may look defensive, but with R2 of 0.03 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.03 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

LDRAX has an expense ratio of 0.14%, which is considered low.

LDRAX ranks 10 for risk / return — in the bottom 10% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

SEI Institutional Investments Trust Long Duration Fund provided a 5.13% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for SEI Institutional Investments Trust Long Duration Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the SEI Institutional Investments Trust Long Duration Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SEI Institutional Investments Trust Long Duration Fund was 37.23%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current SEI Institutional Investments Trust Long Duration Fund drawdown is 22.10%.

The chart below shows the rolling one-month volatility.