- ISIN
- US78413L6882
- Issuer
- BlackRock
- Inception Date
- Jul 30, 2015
- Category
- Large Cap Blend Equities
- 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
SDYYX Performance Chart
SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) is up 8.5% since the beginning of the year. SDYYX is currently trading at $18 per share. Investors who bought $1,000 worth of SDYYX shares 5 years ago would now be looking at an investment worth $1,891.
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Returns By Period
SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) has returned 8.51% so far this year and 25.29% over the past 12 months. Looking at the last ten years, SDYYX has achieved an annualized return of 14.78%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
SEI Institutional Managed Trust Dynamic Asset Allocation Fund
- 1D
- 1.02%
- 1M
- 0.22%
- YTD
- 8.51%
- 6M
- 8.01%
- 1Y
- 25.29%
- 3Y*
- 19.98%
- 5Y*
- 13.59%
- 10Y*
- 14.78%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SDYYX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, SDYYX's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.03% | -0.42% | -5.98% | 10.79% | 4.75% | -1.16% | 8.51% | ||||||
| 2025 | 3.41% | -1.56% | -4.94% | -0.74% | 6.42% | 4.80% | 2.12% | 2.90% | 2.98% | 2.48% | 0.40% | -0.35% | 18.85% |
| 2024 | 1.41% | 4.62% | 3.41% | -3.66% | 4.94% | 3.56% | 1.11% | 1.10% | 2.00% | 0.06% | 5.98% | -1.84% | 24.65% |
| 2023 | 5.63% | -2.38% | 2.95% | 1.12% | -0.14% | 5.94% | 3.72% | -1.95% | -4.55% | -1.75% | 7.73% | 4.11% | 21.47% |
| 2022 | -4.56% | -2.50% | 4.84% | -7.62% | 0.24% | -8.82% | 9.35% | -4.15% | -9.36% | 8.11% | 5.32% | -6.30% | -16.51% |
| 2021 | -0.77% | 3.28% | 4.92% | 5.76% | 1.23% | 1.61% | 2.40% | 2.98% | -4.09% | 7.12% | -1.46% | 4.94% | 31.05% |
Benchmark Metrics
SEI Institutional Managed Trust Dynamic Asset Allocation Fund has an annualized alpha of 1.44%, beta of 0.97, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.30%) than losses (94.28%) - typical of diversified or defensive assets.
- 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.
- Alpha
- 1.44%
- Beta
- 0.97
- R²
- 0.89
- Upside Capture
- 99.30%
- Downside Capture
- 94.28%
Expense Ratio
SDYYX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SDYYX ranks 49 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust Dynamic Asset Allocation Fund (SDYYX) 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.
| SDYYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.78 | -0.24 |
| Martin ratioReturn relative to average drawdown | 11.32 | 12.44 | -1.11 |
Dividends
Dividend History
SEI Institutional Managed Trust Dynamic Asset Allocation Fund provided a 19.01% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.39 | $3.39 | $1.95 | $1.45 | $1.95 | $2.05 | $1.19 | $0.26 | $0.26 | $0.22 | $0.12 |
Dividend yield | 19.01% | 20.62% | 11.70% | 9.69% | 14.47% | 11.12% | 7.62% | 1.87% | 2.33% | 1.78% | 1.14% |
Monthly Dividends
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.
| 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.39 | $3.39 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.95 | $1.95 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.45 | $1.45 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.95 | $1.95 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.05 | $2.05 |
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 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 1.76%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.42%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
2025 selloff2025 | -23.28%Apr 2025 | 3mo 21d | 4mo 6d | 7mo 27dDec 2024 - Aug 2025 |
Bear market2022 | -22.46%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.03%Dec 2018 | 2mo 21d | 4mo | 6mo 21dOct 2018 - Apr 2019 |
2016 correction2016 | -10.37%Feb 2016 | 1mo 6d | 1mo 6d | 2mo 12dJan 2016 - Mar 2016 |
Drawdown Indicators
| SDYYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.42% | -56.78% | +24.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -9.10% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -23.28% | -18.90% | -4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.28% | -25.43% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.42% | -33.92% | +1.50% |
Current DrawdownCurrent decline from peak | -1.76% | -1.80% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -10.71% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.03% | +0.20% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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