- ISIN
- US7839256887
- CUSIP
- 783925688
- Issuer
- BlackRock
- Inception Date
- Dec 20, 1994
- Category
- Small Cap Value Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SESVX Performance Chart
SEI Institutional Managed Trust Small Cap Value Fund (SESVX) is up 16.3% since the beginning of the year. SESVX is currently trading at $27 per share. Investors who bought $1,000 worth of SESVX shares 5 years ago would now be looking at an investment worth $1,544.
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Returns By Period
SEI Institutional Managed Trust Small Cap Value Fund (SESVX) has returned 16.26% so far this year and 37.71% over the past 12 months. Over the last ten years, SESVX has returned 9.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Institutional Managed Trust Small Cap Value Fund
- 1D
- 1.06%
- 1M
- 3.77%
- YTD
- 16.26%
- 6M
- 13.95%
- 1Y
- 37.71%
- 3Y*
- 17.04%
- 5Y*
- 9.08%
- 10Y*
- 9.09%
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%
SESVX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 1995, SESVX's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +18.7%, while the worst month was Mar 2020 at -28.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SESVX closed higher 52% of trading days. The best single day was Dec 17, 2024 with a return of +17.0%, while the worst single day was Dec 18, 2024 at -19.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.13% | 1.65% | -4.19% | 9.93% | 0.08% | 3.21% | 16.26% | ||||||
| 2025 | 2.53% | -4.05% | -5.28% | -4.38% | 5.34% | 4.82% | 1.75% | 8.30% | 0.33% | -1.61% | 4.25% | 1.51% | 13.26% |
| 2024 | -1.99% | 2.44% | 5.50% | -5.70% | 3.51% | -1.97% | 10.21% | -2.01% | -0.34% | -1.64% | 9.66% | -8.11% | 8.13% |
| 2023 | 9.68% | -2.03% | -7.23% | -2.27% | -2.76% | 10.11% | 6.25% | -3.84% | -4.12% | -5.30% | 7.44% | 11.13% | 15.54% |
| 2022 | -3.51% | 1.33% | -0.62% | -6.90% | 3.30% | -10.69% | 9.75% | -3.48% | -10.97% | 13.05% | 5.98% | -6.97% | -12.26% |
| 2021 | 3.16% | 10.58% | 5.30% | 3.54% | 2.87% | -2.86% | -1.67% | 1.89% | -1.85% | 2.28% | -2.43% | 6.26% | 29.58% |
Benchmark Metrics
SEI Institutional Managed Trust Small Cap Value Fund has an annualized alpha of 1.36%, beta of 0.96, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 03, 1995.
- With beta of 0.96 and R2 of 0.68, 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
- 1.36%
- Beta
- 0.96
- R²
- 0.68
- Upside Capture
- 102.18%
- Downside Capture
- 100.82%
Expense Ratio
SESVX has a high expense ratio of 1.14%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SESVX 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust Small Cap Value Fund (SESVX) 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.
| SESVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 2.78 | +1.02 |
| Martin ratioReturn relative to average drawdown | 12.37 | 12.44 | -0.06 |
Dividends
Dividend History
SEI Institutional Managed Trust Small Cap Value Fund provided a 7.82% dividend yield over the last twelve months, with an annual payout of $2.09 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.09 | $2.10 | $4.69 | $0.75 | $1.25 | $2.17 | $0.17 | $0.28 | $2.29 | $2.28 | $0.14 | $1.46 |
Dividend yield | 7.82% | 9.15% | 21.17% | 3.05% | 5.69% | 8.19% | 0.77% | 1.27% | 12.44% | 9.21% | 0.55% | 6.93% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Small Cap Value 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 | $0.05 | $0.00 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $1.91 | $2.10 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $4.45 | $4.69 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.53 | $0.75 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $1.10 | $1.25 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $2.07 | $2.17 |
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 Small Cap Value 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 Small Cap Value Fund was 61.79%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
The current SEI Institutional Managed Trust Small Cap Value Fund drawdown is 1.40%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.79%Mar 2009 | 1y 9mo | 3y 10mo | 5y 7moJun 2007 - Jan 2013 |
COVID crash2020 | -50.73%Mar 2020 | 1y 7mo | 9mo 19d | 2y 4moAug 2018 - Jan 2021 |
1998 bear market1998 | -34.77%Oct 1998 | 5mo 18d | 2y 4mo | 2y 9moApr 1998 - Feb 2001 |
2025 selloff2025 | -34.41%Apr 2025 | 3mo 21d | 10mo 4d | 1y 1moDec 2024 - Feb 2026 |
Dot-com crash2000–2002 | -33.09%Oct 2002 | 5mo 25d | 12mo 2d | 1y 5moApr 2002 - Oct 2003 |
Drawdown Indicators
| SESVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -56.78% | -5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -9.10% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -34.41% | -18.90% | -15.51% |
Max Drawdown (5Y)Largest decline over 5 years | -34.41% | -25.43% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -50.73% | -33.92% | -16.81% |
Current DrawdownCurrent decline from peak | -1.40% | -1.80% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -10.71% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.03% | +1.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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