SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX)
The fund employs a dynamic investment strategy seeking to achieve, over time, a total return in excess of the broad U.S. equity market by selecting investments from among a broad range of asset classes or market exposures based upon SIMC's expectations of risk and return. It may invest in equity securities, including common stocks, preferred stocks, convertible securities, warrants (including equity-linked warrants) and depositary receipts of U.S. and non-U.S. issuers (including emerging markets) of various market capitalizations and industries.
Fund Info
| ISIN | US7839806830 |
|---|---|
| Issuer | SEI |
| Inception Date | Jul 30, 2010 |
| Category | Large Cap Blend Equities |
| Min. Investment | $100,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
SDLAX has a high expense ratio of 0.67%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI Institutional Investments Trust Dynamic Asset Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SEI Institutional Investments Trust Dynamic Asset Allocation Fund had a return of 11.80% year-to-date (YTD) and 41.85% in the last 12 months. Over the past 10 years, SEI Institutional Investments Trust Dynamic Asset Allocation Fund had an annualized return of 14.85%, outperforming the S&P 500 benchmark which had an annualized return of 10.99%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.80% | 11.18% |
| 1 month | 5.70% | 5.60% |
| 6 months | 32.26% | 17.48% |
| 1 year | 41.85% | 26.33% |
| 5 years (annualized) | 18.22% | 13.16% |
| 10 years (annualized) | 14.85% | 10.99% |
Monthly Returns
The table below presents the monthly returns of SDLAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.56% | 4.61% | 3.47% | -3.69% | 11.80% | ||||||||
| 2023 | 5.75% | -2.40% | 3.01% | 1.17% | -0.10% | 6.04% | 3.71% | -1.91% | -4.53% | -1.63% | 7.72% | 16.99% | 37.19% |
| 2022 | -4.53% | -2.50% | 4.82% | -7.56% | 0.18% | -8.76% | 9.40% | -4.11% | -9.34% | 8.09% | 5.35% | -6.03% | -16.10% |
| 2021 | -0.69% | 3.34% | 4.98% | 5.81% | 1.25% | 1.64% | 2.47% | 2.99% | -4.05% | 7.17% | -1.37% | 4.68% | 31.43% |
| 2020 | -0.54% | -7.85% | -11.70% | 12.95% | 4.98% | 2.16% | 6.40% | 7.16% | -4.16% | -2.49% | 10.08% | 4.98% | 20.70% |
| 2019 | 8.38% | 2.47% | 2.24% | 3.61% | -6.39% | 6.93% | 1.14% | -1.89% | 1.68% | 1.61% | 3.35% | 2.87% | 28.34% |
| 2018 | 4.60% | -4.01% | -2.32% | 0.88% | 1.38% | -0.05% | 3.23% | 1.91% | 0.53% | -6.06% | 2.13% | -9.33% | -7.78% |
| 2017 | 1.17% | 3.98% | 0.72% | 1.27% | 1.03% | 0.65% | 1.45% | 0.32% | 2.42% | 2.26% | 2.11% | 0.87% | 19.77% |
| 2016 | -5.03% | -0.75% | 5.34% | 0.39% | 2.46% | -0.19% | 3.42% | 0.31% | -0.06% | -0.79% | 4.55% | 2.42% | 12.27% |
| 2015 | -0.06% | 6.01% | -0.84% | 0.60% | 1.49% | -2.00% | 2.16% | -6.30% | -2.83% | 8.21% | 0.72% | -1.81% | 4.64% |
| 2014 | -3.22% | 3.26% | 0.79% | 0.36% | 2.98% | 1.86% | -0.41% | 4.75% | 0.71% | 2.70% | 2.75% | 0.94% | 18.66% |
| 2013 | 2.82% | 3.37% | 5.14% | 0.98% | 3.39% | -1.64% | 3.89% | -2.60% | 1.88% | 4.16% | 2.96% | 0.38% | 27.34% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SDLAX is 94, placing it in the top 6% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
SDLAX (SEI Institutional Investments Trust Dynamic Asset Allocation Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SEI Institutional Investments Trust Dynamic Asset Allocation Fund (SDLAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SEI Institutional Investments Trust Dynamic Asset Allocation Fund granted a 20.95% dividend yield in the last twelve months. The annual payout for that period amounted to $4.51 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.51 | $4.51 | $2.64 | $4.25 | $2.63 | $2.70 | $0.33 | $0.75 | $0.27 | $1.07 | $0.75 | $0.02 |
Dividend yield | 20.95% | 23.42% | 14.88% | 17.50% | 12.09% | 13.36% | 1.86% | 3.79% | 1.60% | 6.89% | 4.76% | 0.16% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Investments Trust Dynamic Asset Allocation 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.51 | $4.51 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.64 | $2.64 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.25 | $4.25 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.63 | $2.63 |
| 2019 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.60 | $2.70 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.75 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $1.07 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.75 |
| 2013 | $0.02 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Institutional Investments Trust Dynamic Asset Allocation 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 Dynamic Asset Allocation Fund was 32.42%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -22.33% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -19.02% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -14.88% | Jul 21, 2015 | 143 | Feb 11, 2016 | 103 | Jul 11, 2016 | 246 |
| -11.82% | Mar 27, 2012 | 10 | Apr 10, 2012 | 49 | Jun 19, 2012 | 59 |
Volatility
Volatility Chart
The current SEI Institutional Investments Trust Dynamic Asset Allocation Fund volatility is 3.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.