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SEI Asset Allocation Trust Aggressive Strategy Fun...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SEI Asset Allocation Trust Aggressive Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

SEI Asset Allocation Trust Aggressive Strategy Fund (SEAIX) has returned -3.08% so far this year and 16.58% over the past 12 months. Over the last ten years, SEAIX has returned 8.02% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


SEI Asset Allocation Trust Aggressive Strategy Fund

1D
-0.13%
1M
-8.38%
YTD
-3.08%
6M
0.44%
1Y
16.58%
3Y*
12.87%
5Y*
6.26%
10Y*
8.02%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2004, SEAIX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.

Historically, 66% of months were positive and 34% 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%-8.38%-3.08%
20253.23%0.14%-2.15%0.27%4.75%3.93%0.56%3.12%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 0.16%, 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 89.33% of S&P 500 Index downside but only 80.93% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.16%
Beta
0.72
0.87
Upside Capture
80.93%
Downside Capture
89.33%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SEAIX ranks 67 for risk / return — better than 67% 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: 6767
Overall Rank
SEAIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SEAIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SEAIX Omega Ratio Rank: 6666
Omega Ratio Rank
SEAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SEAIX Martin Ratio Rank: 7171
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 a chosen benchmark (S&P 500 Index).


SEAIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.90

+0.32

Sortino ratio

Return per unit of downside risk

1.73

1.39

+0.34

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.52

1.40

+0.12

Martin ratio

Return relative to average drawdown

6.71

6.61

+0.10

Explore SEAIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

SEI Asset Allocation Trust Aggressive Strategy Fund provided a 8.99% dividend yield over the last twelve months, with an annual payout of $1.36 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$1.36$1.36$0.20$0.48$2.21$1.45$0.63$0.83$0.32$0.22$0.25$0.24

Dividend yield

8.99%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$0.00
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.

The current SEI Asset Allocation Trust Aggressive Strategy Fund drawdown is 8.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.54%Jul 16, 2007416Mar 9, 20091008Mar 11, 20131424
-29.24%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-27.83%Dec 31, 2021197Oct 12, 2022468Aug 23, 2024665
-17.52%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-17.18%Apr 27, 2015202Feb 11, 2016240Jan 25, 2017442

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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