- ISIN
- US7839257950
- CUSIP
- 783925795
- Issuer
- BlackRock
- Inception Date
- Feb 16, 1993
- Category
- Mid Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SEMCX Performance Chart
SEI Institutional Managed Trust Mid-Cap Fund (SEMCX) is up 12.5% since the beginning of the year. SEMCX is currently trading at $30 per share. Investors who bought $1,000 worth of SEMCX shares 5 years ago would now be looking at an investment worth $1,546.
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Returns By Period
SEI Institutional Managed Trust Mid-Cap Fund (SEMCX) has returned 12.51% so far this year and 22.94% over the past 12 months. Over the last ten years, SEMCX has returned 10.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Managed Trust Mid-Cap Fund
- 1D
- 0.37%
- 1M
- 1.58%
- YTD
- 12.51%
- 6M
- 10.55%
- 1Y
- 22.94%
- 3Y*
- 15.75%
- 5Y*
- 9.10%
- 10Y*
- 10.65%
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%
SEMCX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 1994, SEMCX's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Oct 2011 with a return of +14.6%, while the worst month was Oct 2008 at -21.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SEMCX closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +15.0%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.15% | 5.74% | -5.19% | 6.92% | 2.38% | 0.37% | 12.51% | ||||||
| 2025 | 4.17% | -2.94% | -4.42% | -1.34% | 5.15% | 3.30% | 0.58% | 3.66% | 0.71% | -1.21% | 2.37% | -0.09% | 9.87% |
| 2024 | -0.32% | 4.72% | 5.19% | -5.73% | 2.96% | -0.57% | 5.00% | 2.21% | 1.63% | -0.20% | 8.25% | -7.25% | 15.83% |
| 2023 | 7.57% | -2.12% | -1.97% | -0.51% | -3.18% | 8.45% | 3.35% | -2.93% | -4.56% | -4.30% | 8.93% | 6.68% | 14.81% |
| 2022 | -6.21% | -0.63% | 1.22% | -6.62% | 2.08% | -9.15% | 8.76% | -2.73% | -8.61% | 8.72% | 4.93% | -5.11% | -14.50% |
| 2021 | 1.35% | 4.73% | 6.24% | 4.68% | 2.58% | -0.76% | 0.82% | 2.57% | -3.66% | 5.16% | -2.97% | 4.90% | 28.14% |
Benchmark Metrics
SEI Institutional Managed Trust Mid-Cap Fund has an annualized alpha of 1.27%, beta of 0.98, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 03, 1994.
- This fund captured 105.11% of S&P 500 Index gains and 101.21% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.98 and R2 of 0.85, 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
- 1.27%
- Beta
- 0.98
- R²
- 0.85
- Upside Capture
- 105.11%
- Downside Capture
- 101.21%
Expense Ratio
SEMCX has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SEMCX ranks 47 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 Mid-Cap Fund (SEMCX) 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.
| SEMCX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.78 | +0.07 |
| Martin ratioReturn relative to average drawdown | 11.09 | 12.44 | -1.35 |
Dividends
Dividend History
SEI Institutional Managed Trust Mid-Cap Fund provided a 19.89% dividend yield over the last twelve months, with an annual payout of $6.02 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 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.02 | $6.03 | $2.59 | $0.15 | $0.20 | $5.82 | $0.31 | $0.56 | $3.01 | $2.20 | $0.41 | $4.13 |
Dividend yield | 19.89% | 22.37% | 8.65% | 0.53% | 0.82% | 20.09% | 1.12% | 2.14% | 13.99% | 7.97% | 1.66% | 18.87% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Mid-Cap 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 | $0.06 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $5.90 | $6.03 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $2.49 | $2.59 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.06 | $0.15 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.06 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $5.74 | $5.82 |
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 Mid-Cap 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 Mid-Cap Fund was 61.08%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.
The current SEI Institutional Managed Trust Mid-Cap Fund drawdown is 1.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.08%Mar 2009 | 1y 7mo | 3y 10mo | 5y 6moJul 2007 - Jan 2013 |
COVID crash2020 | -42.21%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
1998 bear market1998 | -32.85%Oct 1998 | 5mo 18d | 1y 4mo | 1y 10moApr 1998 - Mar 2000 |
Dot-com crash2000–2002 | -31.30%Oct 2002 | 2y 24d | 11mo | 2y 11moSep 2000 - Sep 2003 |
Rate-hike selloffLate 2018 | -22.89%Dec 2018 | 3mo 26d | 11mo 6d | 1y 2moAug 2018 - Nov 2019 |
Drawdown Indicators
| SEMCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.08% | -56.78% | -4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -9.10% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -20.98% | -18.90% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.39% | -25.43% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -42.21% | -33.92% | -8.29% |
Current DrawdownCurrent decline from peak | -1.63% | -1.80% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -10.71% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 2.03% | +0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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