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ISIN
US7841115931
Issuer
SEI
Inception Date
Nov 16, 2003
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SEAIX Performance Chart

SEI Asset Allocation Trust Aggressive Strategy Fund (SEAIX) is up 11.6% since the beginning of the year. SEAIX is currently trading at $17 per share. Investors who bought $1,000 worth of SEAIX shares 5 years ago would now be looking at an investment worth $1,475.


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S&P 500 Index

Returns By Period

SEI Asset Allocation Trust Aggressive Strategy Fund (SEAIX) has returned 11.57% so far this year and 26.91% over the past 12 months. Over the last ten years, SEAIX has returned 9.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


SEI Asset Allocation Trust Aggressive Strategy Fund

1D
0.41%
1M
4.84%
YTD
11.57%
6M
12.81%
1Y
26.91%
3Y*
18.00%
5Y*
8.09%
10Y*
9.29%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEAIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2004, SEAIX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2009 with a return of +10.7%, while the worst month was Oct 2008 at -20.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SEAIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -8.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.02%2.68%-6.07%7.62%3.67%0.64%11.57%
20253.23%0.14%-2.15%0.27%4.75%3.93%0.56%3.13%2.53%1.27%1.10%1.23%21.66%
20240.08%2.78%3.17%-3.39%3.72%1.05%2.23%1.88%2.35%-1.33%2.61%-3.15%12.31%
20236.29%-2.63%1.69%0.84%-2.23%4.73%2.69%-2.52%-3.87%-2.94%7.36%4.87%14.27%
2022-3.76%-2.39%0.19%-6.24%0.82%-8.25%5.85%-3.65%-8.53%4.89%6.92%-3.18%-17.32%
2021-0.31%1.82%2.03%3.44%1.93%0.40%0.46%1.42%-3.36%2.92%-2.53%3.54%12.11%

Benchmark Metrics

SEI Asset Allocation Trust Aggressive Strategy Fund has an annualized alpha of 0.19%, beta of 0.72, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 05, 2004.

  • This fund participated in 89.32% of S&P 500 Index downside but only 80.65% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.19%
Beta
0.72
0.87
Upside Capture
80.65%
Downside Capture
89.32%

Expense Ratio

SEAIX has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SEAIX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SEAIX Risk / Return Rank: 6868
Overall Rank
SEAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SEAIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
SEAIX Omega Ratio Rank: 6868
Omega Ratio Rank
SEAIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SEAIX Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SEI Asset Allocation Trust Aggressive Strategy Fund (SEAIX) and compare them to S&P 500 Index.


SEAIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.46

1.41

+0.06

Calmar ratioReturn relative to maximum drawdown

3.05

2.93

+0.13

Martin ratioReturn relative to average drawdown

13.30

13.52

-0.22

Dividends

Dividend History

SEI Asset Allocation Trust Aggressive Strategy Fund provided a 7.89% dividend yield over the last twelve months, with an annual payout of $1.37 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.37$1.36$0.20$0.48$2.21$1.45$0.63$0.83$0.32$0.22$0.25$0.24

Dividend yield

7.89%8.72%1.43%3.77%19.34%8.79%3.92%5.53%2.43%1.48%1.93%2.00%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Asset Allocation Trust Aggressive Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.05$0.00$0.00$0.05
2025$0.00$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.04$0.00$1.21$1.36
2024$0.00$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.15$0.20
2023$0.00$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.41$0.48
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.00$2.19$2.21
2021$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.00$0.00$1.42$1.45

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 Asset Allocation Trust Aggressive Strategy 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 Asset Allocation Trust Aggressive Strategy Fund was 56.54%, occurring on Mar 9, 2009. Recovery took 1008 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.54%Mar 2009
1y 7mo4y 3d
5y 8moJul 2007 - Mar 2013
COVID crash2020
-29.24%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
Bear market2022
-27.83%Oct 2022
9mo 15d1y 10mo
2y 7moDec 2021 - Aug 2024
Rate-hike selloffLate 2018
-17.52%Dec 2018
10mo 29d10mo 12d
1y 9moJan 2018 - Nov 2019
2016 correction2016
-17.18%Feb 2016
9mo 20d11mo 19d
1y 9moApr 2015 - Jan 2017

Drawdown Indicators


SEAIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.54%

-56.78%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-9.10%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.16%

-18.90%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.83%

-25.43%

-2.40%

Max Drawdown (10Y)

Largest decline over 10 years

-29.24%

-33.92%

+4.68%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-8.70%

-10.72%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.97%

+0.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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