SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX)

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Managed 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.

SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) has returned -8.32% so far this year and 12.60% over the past 12 months. Looking at the last ten years, SDYYX has achieved an annualized return of 12.96%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

Based on dividend-adjusted daily data since Jan 4, 2016, SDYYX's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SDYYX closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -11.8%.

SEI Institutional Managed Trust Dynamic Asset Allocation Fund has an annualized alpha of 1.18%, beta of 0.97, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• With beta of 0.97 and R² of 0.89, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

SDYYX has an expense ratio of 0.50%, placing it in the medium range.

SDYYX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

SEI Institutional Managed Trust Dynamic Asset Allocation Fund provided a 22.50% dividend yield over the last twelve months, with an annual payout of $3.39 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 Dynamic Asset Allocation 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 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 Managed Trust Dynamic Asset Allocation Fund was 32.42%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current SEI Institutional Managed Trust Dynamic Asset Allocation Fund drawdown is 9.96%.

The chart below shows the rolling one-month volatility.