SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX)

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Managed Trust Multi-Asset Accumulation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) has returned 1.81% so far this year and 11.45% over the past 12 months. Over the last ten years, SAAAX has returned 3.89% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 2, 2013, SAAAX's average daily return is +0.01%, while the average monthly return is +0.32%. At this rate, your investment would double in approximately 18.1 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%.

SEI Institutional Managed Trust Multi-Asset Accumulation Fund has an annualized alpha of -0.01%, beta of 0.30, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

• This fund participated in 66.60% of S&P 500 Index downside but only 43.39% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.30 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.

SAAAX has a high expense ratio of 1.17%, indicating above-average management fees.

SAAAX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Institutional Managed Trust Multi-Asset Accumulation Fund provided a 2.92% 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.

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.

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 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. The portfolio has not yet recovered.

The current SEI Institutional Managed Trust Multi-Asset Accumulation Fund drawdown is 6.91%.

The chart below shows the rolling one-month volatility.