SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX)

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Managed Trust Multi-Asset Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) has returned 0.35% so far this year and 7.45% over the past 12 months. Over the last ten years, SIOAX has returned 5.05% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 2, 2013, SIOAX's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.

Historically, 69% of months were positive and 31% 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 46% 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%.

SEI Institutional Managed Trust Multi-Asset Income Fund has an annualized alpha of 2.72%, beta of 0.17, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

• This fund participated in 33.81% of S&P 500 Index downside but only 30.61% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.17 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.

SIOAX has an expense ratio of 0.80%, placing it in the medium range.

SIOAX ranks 93 for risk / return — in the top 93% 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 Managed Trust Multi-Asset Income Fund (SIOAX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Institutional Managed Trust Multi-Asset Income Fund provided a 4.92% dividend yield over the last twelve months, with an annual payout of $0.50 per share.

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.

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 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 2.25%.

The chart below shows the rolling one-month volatility.