- ISIN
- US7841116848
- Issuer
- SEI
- Inception Date
- Nov 16, 2003
- Category
- Diversified Portfolio
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SICIX Performance Chart
SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) is up 2.1% since the beginning of the year. SICIX is currently trading at $11 per share. Investors who bought $1,000 worth of SICIX shares 5 years ago would now be looking at an investment worth $1,172.
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Returns By Period
SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) has returned 2.10% so far this year and 6.44% over the past 12 months. Over the last ten years, SICIX has returned 3.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Asset Allocation Trust Conservative Strategy Fund
- 1D
- 0.00%
- 1M
- -0.27%
- YTD
- 2.10%
- 6M
- 2.12%
- 1Y
- 6.44%
- 3Y*
- 6.14%
- 5Y*
- 3.22%
- 10Y*
- 3.41%
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%
SICIX Monthly Returns History
Based on dividend-adjusted daily data since Nov 18, 2003, SICIX's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2009 with a return of +2.8%, while the worst month was Oct 2008 at -9.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SICIX closed higher 45% of trading days. The best single day was Oct 2, 2008 with a return of +4.8%, while the worst single day was Oct 1, 2008 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.18% | 1.62% | -1.95% | 1.18% | 0.45% | -0.36% | 2.10% | ||||||
| 2025 | 1.24% | 1.32% | -0.09% | 0.35% | 0.65% | 1.11% | -0.13% | 1.29% | 0.73% | 0.36% | 0.81% | 0.20% | 8.12% |
| 2024 | 0.39% | 0.29% | 1.35% | -1.29% | 1.45% | 0.57% | 1.62% | 1.32% | 1.11% | -1.19% | 1.12% | -1.30% | 5.52% |
| 2023 | 1.89% | -1.46% | 1.39% | 0.76% | -1.17% | 1.08% | 0.72% | -0.49% | -1.17% | -1.19% | 2.71% | 2.22% | 5.29% |
| 2022 | -1.43% | -0.63% | -0.18% | -1.89% | 0.19% | -2.60% | 1.98% | -1.50% | -3.62% | 1.63% | 2.63% | -0.80% | -6.23% |
| 2021 | -0.27% | -0.36% | 1.08% | 1.13% | 0.88% | 0.18% | 0.83% | 0.44% | -1.30% | 0.69% | -0.79% | 1.59% | 4.13% |
Benchmark Metrics
SEI Asset Allocation Trust Conservative Strategy Fund has an annualized alpha of 1.69%, beta of 0.16, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since November 18, 2003.
- This fund participated in 28.67% of S&P 500 Index downside but only 25.21% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.50 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.50 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.69%
- Beta
- 0.16
- R²
- 0.50
- Upside Capture
- 25.21%
- Downside Capture
- 28.67%
Expense Ratio
SICIX has an expense ratio of 0.51%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SICIX ranks 62 for risk / return — better than 62% 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 Asset Allocation Trust Conservative Strategy Fund (SICIX) 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.
| SICIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.78 | -0.36 |
| Martin ratioReturn relative to average drawdown | 9.30 | 12.44 | -3.14 |
Dividends
Dividend History
SEI Asset Allocation Trust Conservative Strategy Fund provided a 2.85% dividend yield over the last twelve months, with an annual payout of $0.32 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.38 | $0.29 | $0.47 | $0.39 | $0.21 | $0.32 | $0.19 | $0.20 | $0.17 | $0.20 |
Dividend yield | 2.85% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Asset Allocation Trust Conservative Strategy 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 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.16 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.22 | $0.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.40 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.32 | $0.39 |
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 Conservative Strategy 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 Conservative Strategy Fund was 27.62%, occurring on Mar 9, 2009. Recovery took 970 trading sessions.
The current SEI Asset Allocation Trust Conservative Strategy Fund drawdown is 0.70%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -27.62%Mar 2009 | 1y 9mo | 3y 10mo | 5y 7moJun 2007 - Jan 2013 |
COVID crash2020 | -11.61%Mar 2020 | 1mo 2d | 7mo 28d | 9moFeb 2020 - Nov 2020 |
Bear market2022 | -10.94%Oct 2022 | 9mo 17d | 1y 8mo | 2y 5moDec 2021 - Jun 2024 |
Rate-hike selloffLate 2018 | -4.09%Dec 2018 | 10mo 29d | 2mo | 1y 24dJan 2018 - Feb 2019 |
2016 pullback2016 | -4.03%Jan 2016 | 8mo 28d | 4mo 15d | 1y 1moApr 2015 - Jun 2016 |
Drawdown Indicators
| SICIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.62% | -56.78% | +29.16% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -9.10% | +6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -3.21% | -18.90% | +15.69% |
Max Drawdown (5Y)Largest decline over 5 years | -10.94% | -25.43% | +14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -11.61% | -33.92% | +22.31% |
Current DrawdownCurrent decline from peak | -0.70% | -1.80% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -10.71% | +7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.03% | -1.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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