- ISIN
- US7839251599
- CUSIP
- 783925159
- Issuer
- BlackRock
- Inception Date
- Apr 8, 2012
- Category
- Tactical Allocation
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SAAAX Performance Chart
SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) is up 8.0% since the beginning of the year. SAAAX is currently trading at $8 per share. Investors who bought $1,000 worth of SAAAX shares 5 years ago would now be looking at an investment worth $1,007.
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Returns By Period
SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) has returned 8.03% so far this year and 16.18% over the past 12 months. Over the last ten years, SAAAX has returned 3.77% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
SEI Institutional Managed Trust Multi-Asset Accumulation Fund
- 1D
- 0.36%
- 1M
- -0.24%
- 6M
- 3.99%
- YTD
- 8.03%
- 1Y
- 16.18%
- 3Y*
- 8.23%
- 5Y*
- 0.13%
- 10Y*
- 3.77%
- ALL TIME*
- 3.83%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SAAAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2013, SAAAX's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +6.0%, while the worst month was Sep 2022 at -8.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, SAAAX closed higher 49% of trading days. The best single day was Nov 10, 2022 with a return of +2.6%, while the worst single day was Dec 15, 2021 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.89% | 4.74% | -5.24% | 5.90% | 1.66% | -1.98% | -0.71% | 8.03% | |||||
| 2025 | 2.96% | 1.23% | -1.76% | -1.93% | 0.42% | 3.50% | 0.14% | 2.43% | 2.50% | 2.31% | 0.88% | -1.03% | 12.09% |
| 2024 | -0.86% | 0.43% | 3.74% | -3.05% | 2.43% | 0.98% | 1.52% | 0.82% | 2.97% | -4.72% | 2.75% | -3.01% | 3.65% |
| 2023 | 4.93% | -3.56% | 3.10% | 0.14% | -2.43% | 1.47% | 2.02% | -1.84% | -3.90% | -2.55% | 5.24% | 4.40% | 6.58% |
| 2022 | -3.64% | -0.67% | -0.34% | -5.17% | -0.83% | -7.05% | 6.04% | -4.85% | -8.66% | 1.95% | 4.92% | -3.70% | -20.83% |
| 2021 | -0.31% | -1.74% | 0.63% | 3.42% | 2.21% | 1.57% | 2.61% | 0.56% | -3.46% | 1.84% | -0.67% | -3.25% | 3.18% |
Benchmark Metrics
SEI Institutional Managed Trust Multi-Asset Accumulation Fund has an annualized alpha of -0.02%, beta of 0.31, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This fund participated in 67.42% of S&P 500 Index downside but only 43.11% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.31 may look defensive, but with R2 of 0.36 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 0.36 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -0.02%
- Beta
- 0.31
- R²
- 0.36
- Upside Capture
- 43.11%
- Downside Capture
- 67.42%
Expense Ratio
SAAAX has a high expense ratio of 1.17%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SAAAX ranks 58 for risk / return — above 58% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAAAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.00 | +0.17 |
| Martin ratioReturn relative to average drawdown | 7.59 | 8.49 | -0.90 |
Dividends
Dividend History
SEI Institutional Managed Trust Multi-Asset Accumulation Fund provided a 2.75% dividend yield over the last twelve months, with an annual payout of $0.23 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.23 | $0.23 | $0.16 | $0.14 | $0.70 | $0.77 | $0.51 | $1.24 | $0.29 | $0.50 | $0.69 | $0.27 |
Dividend yield | 2.75% | 2.97% | 2.21% | 2.00% | 10.43% | 8.24% | 5.25% | 12.81% | 3.30% | 4.96% | 7.41% | 2.95% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Multi-Asset Accumulation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Managed Trust Multi-Asset Accumulation 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 Managed Trust Multi-Asset Accumulation Fund was 29.23%, occurring on Oct 14, 2022. Recovery took 889 trading sessions.
The current SEI Institutional Managed Trust Multi-Asset Accumulation Fund drawdown is 3.36%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-29.23%Oct 2022 | 11mo 8d | 3y 6mo | 4y 5moNov 2021 - May 2026 | Bear market2022 |
-17.42%Mar 2020 | 26d | 8mo 12d | 9mo 8dFeb 2020 - Nov 2020 | COVID crash2020 |
-16.75%Jan 2016 | 9mo 8d | 1y 4mo | 2y 1moApr 2015 - Jun 2017 | — |
-12.12%Dec 2018 | 10mo 29d | 3mo 12d | 1y 2moJan 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-11.89%Jun 2013 | 1mo 16d | 10mo 12d | 11mo 28dMay 2013 - May 2014 | — |
Drawdown Indicators
| SAAAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.23% | -56.78% | +27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -9.10% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -10.60% | -18.90% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -25.43% | -3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -29.23% | -33.92% | +4.69% |
Current DrawdownCurrent decline from peak | -3.36% | -1.58% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -10.70% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.14% | -0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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