SEI Institutional Investments Trust Large Cap Disciplined Equity Fund (SCPAX)

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Investments Trust Large Cap Disciplined Equity 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 Investments Trust Large Cap Disciplined Equity Fund (SCPAX) has returned -5.32% so far this year and 15.56% over the past 12 months. Over the last decade, SCPAX has posted an annualized return of 12.52%, slightly higher than the S&P 500 Index benchmark’s 12.16%.

Based on dividend-adjusted daily data since Jan 2, 2004, SCPAX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Oct 2008 at -18.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCPAX closed higher 52% of trading days. The best single day was Dec 16, 2021 with a return of +28.8%, while the worst single day was Dec 17, 2021 at -23.8%.

SEI Institutional Investments Trust Large Cap Disciplined Equity Fund has an annualized alpha of 0.46%, beta of 0.97, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 05, 2004.

• With beta of 0.97 and R² of 0.77, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

SCPAX has an expense ratio of 0.47%, placing it in the medium range.

SCPAX ranks 52 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 Investments Trust Large Cap Disciplined Equity Fund (SCPAX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Institutional Investments Trust Large Cap Disciplined Equity Fund provided a 15.87% dividend yield over the last twelve months, with an annual payout of $1.61 per share.

The table displays the monthly dividend distributions for SEI Institutional Investments Trust Large Cap Disciplined Equity 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 Large Cap Disciplined Equity 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 Large Cap Disciplined Equity Fund was 62.45%, occurring on Mar 9, 2009. Recovery took 1108 trading sessions.

The current SEI Institutional Investments Trust Large Cap Disciplined Equity Fund drawdown is 8.31%.

The chart below shows the rolling one-month volatility.