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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI Asset Allocation Trust Market Growth Strategy Allocation 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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Returns By Period
SEI Asset Allocation Trust Market Growth Strategy Allocation Fund (SGOAX) has returned -3.46% so far this year and 14.59% over the past 12 months. Over the last ten years, SGOAX has returned 9.76% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
SEI Asset Allocation Trust Market Growth Strategy Allocation Fund
- 1D
- -0.29%
- 1M
- -7.83%
- YTD
- -3.46%
- 6M
- -0.77%
- 1Y
- 14.59%
- 3Y*
- 12.53%
- 5Y*
- 7.48%
- 10Y*
- 9.76%
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%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2004, SGOAX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was May 2005 with a return of +55.0%, while the worst month was Mar 2005 at -24.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SGOAX closed higher 53% of trading days. The best single day was May 6, 2005 with a return of +50.1%, while the worst single day was Mar 30, 2005 at -22.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.04% | 1.64% | -7.83% | -3.46% | |||||||||
| 2025 | 3.71% | -0.53% | -3.24% | -0.50% | 5.00% | 3.71% | 0.91% | 3.28% | 2.26% | 0.31% | 1.57% | 0.88% | 18.47% |
| 2024 | 0.35% | 3.02% | 3.71% | -3.98% | 3.63% | 0.65% | 3.40% | 1.56% | 1.51% | -1.07% | 3.01% | -4.13% | 11.84% |
| 2023 | 6.03% | -2.55% | 0.86% | 1.26% | -2.61% | 6.34% | 2.91% | -2.34% | -4.06% | -2.81% | 7.82% | 5.12% | 16.09% |
| 2022 | -4.37% | -2.41% | 0.85% | -6.19% | 1.12% | -8.63% | 6.73% | -3.57% | -8.50% | 8.52% | 6.67% | -3.63% | -14.30% |
| 2021 | -0.45% | 3.88% | 3.77% | 3.98% | 1.85% | 0.26% | 1.09% | 2.02% | -3.78% | 4.44% | -2.46% | 4.96% | 20.90% |
Benchmark Metrics
SEI Asset Allocation Trust Market Growth Strategy Allocation Fund has an annualized alpha of 1.89%, beta of 0.84, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since January 05, 2004.
- Alpha
- 1.89%
- Beta
- 0.84
- R²
- 0.60
- Upside Capture
- 101.12%
- Downside Capture
- 100.40%
Expense Ratio
SGOAX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SGOAX ranks 55 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 Asset Allocation Trust Market Growth Strategy Allocation Fund (SGOAX) and compare them to a chosen benchmark (S&P 500 Index).
| SGOAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.90 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.39 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.40 | -0.17 |
Martin ratioReturn relative to average drawdown | 5.73 | 6.61 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SGOAX 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 Market Growth Strategy Allocation Fund provided a 11.83% dividend yield over the last twelve months, with an annual payout of $3.30 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 | $3.30 | $3.30 | $1.93 | $1.45 | $2.36 | $1.83 | $1.37 | $0.90 | $0.51 | $0.29 | $0.26 | $0.21 |
Dividend yield | 11.83% | 11.42% | 7.07% | 5.57% | 9.97% | 6.00% | 5.12% | 3.55% | 2.42% | 1.23% | 1.29% | 1.14% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Asset Allocation Trust Market Growth Strategy Allocation 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 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $3.07 | $3.30 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $1.69 | $1.93 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $1.19 | $1.45 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $2.17 | $2.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $1.65 | $1.83 |
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 Market Growth Strategy Allocation 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 Market Growth Strategy Allocation Fund was 56.17%, occurring on Mar 9, 2009. Recovery took 968 trading sessions.
The current SEI Asset Allocation Trust Market Growth Strategy Allocation Fund drawdown is 8.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.17% | Oct 15, 2007 | 352 | Mar 9, 2009 | 968 | Jan 10, 2013 | 1320 |
| -34.51% | Feb 20, 2020 | 23 | Mar 23, 2020 | 161 | Nov 9, 2020 | 184 |
| -27.3% | Mar 8, 2005 | 36 | Apr 28, 2005 | 6 | May 6, 2005 | 42 |
| -24.93% | Dec 17, 2021 | 198 | Sep 30, 2022 | 349 | Feb 22, 2024 | 547 |
| -18.74% | Jan 29, 2018 | 229 | Dec 24, 2018 | 211 | Oct 25, 2019 | 440 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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