SEI Institutional Investments Trust Real Return Fund (RRPAX)

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SEI Institutional Investments Trust Real Return Fund (RRPAX) is up 1.6% since the beginning of the year. RRPAX is currently trading at $9 per share. Investors who bought $1,000 worth of RRPAX shares 5 years ago would now be looking at an investment worth $1,136.

SEI Institutional Investments Trust Real Return Fund (RRPAX) has returned 1.62% so far this year and 2.79% over the past 12 months. Over the last ten years, RRPAX has returned 2.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.

Based on dividend-adjusted daily data since Jan 3, 2007, RRPAX'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, 60% of months were positive and 40% were negative. The best month was Mar 2009 with a return of +4.7%, while the worst month was Oct 2008 at -8.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, RRPAX closed higher 37% of trading days. The best single day was Mar 18, 2009 with a return of +2.6%, while the worst single day was Dec 30, 2008 at -7.8%.

SEI Institutional Investments Trust Real Return Fund has an annualized alpha of 2.15%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 03, 2007.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (7.70%) than losses (2.82%) - typical of diversified or defensive assets.
• Beta of -0.01 may look defensive, but with R2 of 0.00 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 0.00 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.

RRPAX has an expense ratio of 0.02%, which is considered low.

RRPAX ranks 76 for risk / return — above 76% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.

SEI Institutional Investments Trust Real Return Fund provided a 5.45% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for SEI Institutional Investments Trust Real Return 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 Real Return 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 Real Return Fund was 16.15%, occurring on Mar 10, 2009. Recovery took 2521 trading sessions.

The current SEI Institutional Investments Trust Real Return Fund drawdown is 0.45%.

The chart below shows the rolling one-month volatility.