- ISIN
- US7839251425
- CUSIP
- 783925142
- Issuer
- BlackRock
- Inception Date
- Apr 8, 2012
- Category
- Tactical Allocation
- 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
SIOAX Performance Chart
SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) is up 4.1% since the beginning of the year. SIOAX is currently trading at $10 per share. Investors who bought $1,000 worth of SIOAX shares 5 years ago would now be looking at an investment worth $1,202.
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Returns By Period
SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) has returned 4.08% so far this year and 8.00% over the past 12 months. Over the last ten years, SIOAX has returned 4.85% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
SEI Institutional Managed Trust Multi-Asset Income Fund
- 1D
- -0.10%
- 1M
- 0.68%
- 6M
- 2.46%
- YTD
- 4.08%
- 1Y
- 8.00%
- 3Y*
- 8.83%
- 5Y*
- 3.74%
- 10Y*
- 4.85%
- ALL TIME*
- 4.93%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SIOAX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2013, SIOAX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +4.8%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SIOAX closed higher 45% of trading days. The best single day was Mar 26, 2020 with a return of +3.1%, while the worst single day was Mar 12, 2020 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.58% | 1.01% | -1.68% | 1.43% | 0.36% | 0.19% | 1.17% | 4.08% | |||||
| 2025 | 1.44% | 1.45% | -0.11% | -0.10% | 1.52% | 1.34% | 0.41% | 1.52% | 0.30% | 0.03% | 1.20% | 0.67% | 10.08% |
| 2024 | 0.25% | 0.09% | 1.59% | -1.74% | 1.92% | 0.76% | 2.09% | 1.91% | 1.40% | -1.21% | 1.09% | -1.02% | 7.25% |
| 2023 | 4.27% | -1.97% | 1.24% | 0.88% | -1.51% | 1.50% | 1.46% | -0.46% | -1.89% | -1.57% | 4.84% | 4.10% | 11.09% |
| 2022 | -1.85% | -2.41% | -1.41% | -3.58% | -1.00% | -4.79% | 3.52% | -1.07% | -5.50% | 0.68% | 3.98% | -0.11% | -13.13% |
| 2021 | -0.34% | -0.62% | 0.13% | 1.46% | 0.83% | 1.10% | 0.54% | 0.76% | -0.67% | 0.36% | -1.04% | 1.94% | 4.50% |
Benchmark Metrics
SEI Institutional Managed Trust Multi-Asset Income Fund has an annualized alpha of 2.71%, beta of 0.16, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This fund participated in 32.69% of S&P 500 Index downside but only 29.34% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.39 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 0.39 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
- 2.71%
- Beta
- 0.16
- R²
- 0.39
- Upside Capture
- 29.34%
- Downside Capture
- 32.69%
Expense Ratio
SIOAX has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SIOAX ranks 94 for risk / return — above 94% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) 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.
| SIOAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.25 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.00 | +1.34 |
| Martin ratioReturn relative to average drawdown | 13.87 | 8.49 | +5.38 |
Dividends
Dividend History
SEI Institutional Managed Trust Multi-Asset Income Fund provided a 5.12% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.55 | $0.60 | $0.63 | $0.57 | $0.44 | $0.35 | $0.50 | $0.34 | $0.47 | $0.45 | $0.63 |
Dividend yield | 5.12% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Institutional Managed Trust Multi-Asset Income 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 | $0.04 | $0.03 | $0.05 | $0.05 | $0.05 | $0.05 | $0.00 | $0.27 | |||||
| 2025 | $0.04 | $0.03 | $0.05 | $0.03 | $0.05 | $0.04 | $0.04 | $0.04 | $0.05 | $0.04 | $0.04 | $0.08 | $0.55 |
| 2024 | $0.05 | $0.05 | $0.05 | $0.06 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.04 | $0.04 | $0.07 | $0.60 |
| 2023 | $0.04 | $0.05 | $0.06 | $0.03 | $0.05 | $0.05 | $0.05 | $0.06 | $0.05 | $0.05 | $0.05 | $0.09 | $0.63 |
| 2022 | $0.04 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.07 | $0.12 | $0.57 |
| 2021 | $0.02 | $0.03 | $0.02 | $0.04 | $0.03 | $0.04 | $0.03 | $0.04 | $0.03 | $0.03 | $0.04 | $0.09 | $0.44 |
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 Multi-Asset Income 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 Multi-Asset Income Fund was 22.10%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current SEI Institutional Managed Trust Multi-Asset Income Fund drawdown is 0.19%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.10%Mar 2020 | 28d | 7mo 23d | 8mo 21dFeb 2020 - Nov 2020 | COVID crash2020 |
-17.57%Oct 2022 | 9mo 20d | 1y 8mo | 2y 6moJan 2022 - Jul 2024 | Bear market2022 |
-4.75%Feb 2016 | 6mo 23d | 3mo 14d | 10mo 7dJul 2015 - May 2016 | — |
-3.89%Dec 2018 | 2mo 22d | 25d | 3mo 17dOct 2018 - Jan 2019 | Rate-hike selloffLate 2018 |
-3.41%Jun 2013 | 1mo 3d | 5mo 7d | 6mo 10dMay 2013 - Nov 2013 | — |
Drawdown Indicators
| SIOAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.10% | -56.78% | +34.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -9.10% | +6.76% |
Max Drawdown (3Y)Largest decline over 3 years | -3.73% | -18.90% | +15.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -25.43% | +7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -22.10% | -33.92% | +11.82% |
Current DrawdownCurrent decline from peak | -0.19% | -1.58% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -10.70% | +8.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 2.14% | -1.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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