SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX)

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SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) is up 28.3% since the beginning of the year. SIEMX is currently trading at $18 per share. Investors who bought $1,000 worth of SIEMX shares 5 years ago would now be looking at an investment worth $1,405.

SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) has returned 28.33% so far this year and 55.08% over the past 12 months. Over the last ten years, SIEMX has returned 10.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.65% annually.

Based on dividend-adjusted daily data since Jan 2, 1996, SIEMX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +17.4%, while the worst month was Aug 1998 at -31.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SIEMX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.3%, while the worst single day was Sep 17, 2001 at -10.9%.

SEI Institutional International Trust Emerging Markets Equity Fund has an annualized alpha of 0.45%, beta of 0.69, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since January 03, 1996.

• This fund participated in 109.28% of S&P 500 Index downside but only 97.05% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.69 may look defensive, but with R2 of 0.46 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 0.46 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

SIEMX has a high expense ratio of 1.71%, indicating above-average management fees.

SIEMX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for SEI Institutional International Trust Emerging Markets Equity Fund (SIEMX) and compare them to S&P 500 Index.

SEI Institutional International Trust Emerging Markets Equity Fund provided a 3.35% dividend yield over the last twelve months, with an annual payout of $0.61 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for SEI Institutional International Trust Emerging Markets Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the SEI Institutional International Trust Emerging Markets Equity 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 International Trust Emerging Markets Equity Fund was 65.22%, occurring on Nov 20, 2008. Recovery took 2266 trading sessions.

The current SEI Institutional International Trust Emerging Markets Equity Fund drawdown is 0.77%.

The chart below shows the rolling one-month volatility.