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ISIN
US7839256622
CUSIP
783925662
Issuer
BlackRock
Inception Date
Dec 20, 1994
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SELCX Performance Chart

SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) is up 10.8% since the beginning of the year. SELCX is currently trading at $46 per share. Investors who bought $1,000 worth of SELCX shares 5 years ago would now be looking at an investment worth $1,956.


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S&P 500 Index

Returns By Period

SEI Institutional Managed Trust Large Cap Growth Fund (SELCX) has returned 10.81% so far this year and 28.07% over the past 12 months. Looking at the last ten years, SELCX has achieved an annualized return of 17.64%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


SEI Institutional Managed Trust Large Cap Growth Fund

1D
1.33%
1M
0.60%
YTD
10.81%
6M
10.12%
1Y
28.07%
3Y*
24.50%
5Y*
14.36%
10Y*
17.64%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELCX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 1995, SELCX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +14.4%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SELCX closed higher 53% of trading days. The best single day was Dec 17, 2024 with a return of +20.8%, while the worst single day was Dec 18, 2024 at -20.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.56%-0.94%-5.53%11.95%6.55%-1.28%10.81%
20253.39%-3.81%-7.91%1.29%8.82%6.04%2.86%1.35%4.66%2.20%-1.07%-0.24%17.81%
20243.49%6.23%2.58%-4.42%5.61%5.42%-1.66%2.98%3.06%-0.79%7.59%-1.07%32.24%
20236.67%-1.52%6.38%1.18%4.36%6.91%3.03%-1.06%-4.96%-1.25%10.84%4.05%39.18%
2022-8.92%-3.50%2.55%-11.37%-1.89%-8.24%11.27%-4.43%-9.64%6.39%4.40%-7.47%-28.99%
2021-1.03%1.57%2.24%6.52%-1.08%5.02%3.02%2.94%-5.59%8.04%-0.12%2.32%25.73%

Benchmark Metrics

SEI Institutional Managed Trust Large Cap Growth Fund has an annualized alpha of 1.22%, beta of 1.07, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 03, 1995.

  • This fund captured 113.91% of S&P 500 Index gains and 107.14% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.07 and R2 of 0.84, 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
1.22%
Beta
1.07
0.84
Upside Capture
113.91%
Downside Capture
107.14%

Expense Ratio

SELCX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SELCX ranks 44 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.


SELCX Risk / Return Rank: 4444
Overall Rank
SELCX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SELCX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SELCX Omega Ratio Rank: 4141
Omega Ratio Rank
SELCX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SELCX Martin Ratio Rank: 5252
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 Institutional Managed Trust Large Cap Growth Fund (SELCX) 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.


SELCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.44

2.78

-0.35

Martin ratioReturn relative to average drawdown

10.12

12.44

-2.32

Dividends

Dividend History

SEI Institutional Managed Trust Large Cap Growth Fund provided a 20.95% dividend yield over the last twelve months, with an annual payout of $9.56 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$9.56$9.56$9.56$6.67$2.72$6.74$4.28$2.22$4.39$2.93$0.03$5.56

Dividend yield

20.95%23.21%22.18%16.86%8.18%13.35%9.37%5.94%14.76%8.57%0.11%19.07%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Institutional Managed Trust Large Cap Growth 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$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$9.56$9.56
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.56$9.56
2023$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.66$6.67
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.03$0.00$2.68$2.72
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.74$6.74

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 Large Cap Growth 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 Large Cap Growth Fund was 68.55%, occurring on Nov 20, 2008. Recovery took 1499 trading sessions.

The current SEI Institutional Managed Trust Large Cap Growth Fund drawdown is 2.10%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-68.55%Nov 2008
8y 2mo5y 11mo
14y 2moSep 2000 - Nov 2014
2025 selloff2025
-34.96%Apr 2025
3mo 21d1y 28d
1y 4moDec 2024 - May 2026
Bear market2022
-32.65%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
COVID crash2020
-32.10%Mar 2020
1mo 2d2mo 19d
3mo 21dFeb 2020 - Jun 2020
1998 bear market1998
-28.57%Oct 1998
2mo 19d2mo 14d
5mo 3dJul 1998 - Dec 1998

Drawdown Indicators


SELCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.55%

-56.78%

-11.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-9.10%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-34.96%

-18.90%

-16.06%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-25.43%

-9.53%

Max Drawdown (10Y)

Largest decline over 10 years

-34.96%

-33.92%

-1.04%

Current Drawdown

Current decline from peak

-2.10%

-1.80%

-0.30%

Average Drawdown

Average peak-to-trough decline

-22.33%

-10.71%

-11.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.03%

+0.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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