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SEI Tax-Exempt Trust New York Municipal Bond Fund ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SEI Tax-Exempt Trust New York Municipal Bond Fund (SENYX)

Mutual Fund · Currency in USD · Last updated May 31, 2025

The fund will invest, under normal circumstances, at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in investment grade municipal securities that pay interest that is exempt from federal and New York State and city income taxes, including, but not limited to, municipal bonds, notes and commercial paper. It is non-diversified.

Fund Info

ISIN

US7841186718

CUSIP

784118671

Issuer

SEI

Inception Date

Aug 17, 1998

Category

Municipal Bonds

Min. Investment

$100,000

Asset Class

Bond

Expense Ratio

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

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SEI Tax-Exempt Trust New York Municipal Bond Fund

Performance

Performance Chart

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S&P 500

Returns By Period

SEI Tax-Exempt Trust New York Municipal Bond Fund (SENYX) returned 0.04% year-to-date (YTD) and 2.92% over the past 12 months. Over the past 10 years, SENYX returned 1.38% annually, underperforming the S&P 500 benchmark at 10.85%.

SENYX

YTD

0.04%

1M

0.30%

6M

-0.95%

1Y

2.92%

3Y*

1.57%

5Y*

0.43%

10Y*

1.38%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of SENYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.68%0.96%-1.47%-0.41%0.30%0.04%
2024-0.32%-0.15%-0.15%-1.15%-0.89%1.25%0.85%1.05%0.74%-1.47%1.26%-0.99%-0.02%
20232.33%-2.21%2.12%-0.45%-1.14%0.66%0.24%-0.84%-2.16%-0.45%4.57%2.13%4.68%
2022-2.55%-0.46%-2.46%-1.94%1.63%-0.76%2.21%-2.00%-2.85%-0.28%3.32%0.57%-5.63%
20210.58%-1.33%0.40%0.57%0.21%0.12%0.65%-0.32%-0.70%-0.35%0.49%-0.02%0.27%
20201.52%0.59%-3.18%-1.72%3.07%0.78%1.14%-0.23%-0.06%-0.24%1.13%0.55%3.26%
20191.11%0.52%0.98%0.15%1.35%0.33%0.87%0.87%-1.04%0.23%0.05%0.24%5.78%
2018-0.88%-0.42%-0.04%-0.41%0.92%0.14%0.24%0.07%-0.70%-0.42%1.12%1.04%0.63%
20170.82%0.71%0.14%0.90%1.26%-0.40%0.61%0.61%-0.68%-0.22%-1.06%0.73%3.44%
20161.36%0.14%-0.14%0.60%-0.22%1.33%0.14%0.05%-0.32%-0.77%-3.71%0.90%-0.73%
20151.74%-1.04%0.15%-0.21%-0.40%-0.12%0.56%0.07%0.80%0.33%0.14%0.45%2.47%
20141.14%0.83%-0.49%0.84%0.83%-0.11%0.17%1.01%-0.20%0.44%0.07%0.06%4.66%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SENYX is 51, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SENYX is 5151
Overall Rank
The Sharpe Ratio Rank of SENYX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SENYX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SENYX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SENYX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SENYX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SEI Tax-Exempt Trust New York Municipal Bond Fund (SENYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SEI Tax-Exempt Trust New York Municipal Bond Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.75
  • 5-Year: 0.15
  • 10-Year: 0.42
  • All Time: 0.94

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SEI Tax-Exempt Trust New York Municipal Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SEI Tax-Exempt Trust New York Municipal Bond Fund provided a 2.10% dividend yield over the last twelve months, with an annual payout of $0.21 per share. The fund has been increasing its distributions for 2 consecutive years.

1.60%1.80%2.00%2.20%2.40%$0.00$0.05$0.10$0.15$0.20$0.2520142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.21$0.20$0.18$0.17$0.26$0.22$0.22$0.20$0.21$0.22$0.21$0.23

Dividend yield

2.10%1.94%1.69%1.67%2.40%2.01%1.98%1.93%1.98%2.04%1.97%2.10%

Monthly Dividends

The table displays the monthly dividend distributions for SEI Tax-Exempt Trust New York Municipal Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.02$0.02$0.02$0.02$0.00$0.07
2024$0.02$0.02$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.20
2023$0.02$0.01$0.01$0.01$0.01$0.02$0.01$0.02$0.01$0.02$0.02$0.02$0.18
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.03$0.17
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.12$0.26
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.06$0.22
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.05$0.22
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.20
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.21
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.22
2015$0.02$0.02$0.02$0.02$0.02$0.02$0.00$0.02$0.02$0.02$0.02$0.05$0.21
2014$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.23

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 Tax-Exempt Trust New York Municipal Bond 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 Tax-Exempt Trust New York Municipal Bond Fund was 10.51%, occurring on Mar 20, 2020. Recovery took 180 trading sessions.

The current SEI Tax-Exempt Trust New York Municipal Bond Fund drawdown is 2.09%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.51%Mar 10, 20209Mar 20, 2020180Dec 4, 2020189
-10.31%Aug 6, 2021308Oct 25, 2022———
-6.54%Sep 12, 200825Oct 16, 200859Jan 12, 200984
-5.81%Mar 11, 200445May 13, 2004180Jan 31, 2005225
-5.26%Jun 16, 200332Jul 31, 2003112Jan 9, 2004144
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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