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SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) Sharpe Ratio: 2.20

Mutual Fund · Currency in USD · Last updated Aug 4, 2026

Under normal circumstances, the fund will seek to generate "real return" (i.e., total returns that exceed the rate of inflation over a full market cycle, regardless of market conditions) by selecting investments from among a broad range of asset classes, including fixed income and equity securities and commodity investments. Equity securities may include common or preferred stocks, warrants, rights, depositary receipts, equity-linked securities and other equity interests.

SIFAX's Sharpe Ratio of 2.20 indicates that for each unit of volatility, it generates 2.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SIFAX Sharpe Ratio Rank

SIFAX Sharpe Ratio Rank: 87.888
Exceptional

SIFAX ranks above 87.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

SIFAX Sharpe Ratio Market Positioning

The chart shows SIFAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.83
  • Green zone (top 25%): 1.83 or higher
  • Top 1%: 3.72+
  • Median: 1.48 — half of all investments score higher

How it compares to other similar mutual funds

The table compares SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund's Sharpe Ratio with other mutual funds in the Diversified Portfolio category across multiple time periods, showing how SIFAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TIBIXThornburg Investment Income Builder Fund Class I3.89
STDAXSEI Asset Allocation Trust Defensive Strategy Allocation Fund3.81
RPFCXDavis Appreciation & Income Fund3.14
FSRRXFidelity Strategic Real Return Fund2.99
NWQIXNuveen Flexible Income Fund2.93
IPFCXPoplar Forest Cornerstone Fund2.71
PUDZXPGIM Real Assets Fund2.67
VGWAXVanguard Global Wellington Fund Admiral Shares2.66
VGWLXVanguard Global Wellington Fund Investor Shares2.65
AYBLXPioneer Balanced ESG Fund2.63
SIFAXSEI Institutional Managed Trust Multi-Asset Inflation Managed Fund2.20
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows SIFAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SIFAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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