- ISIN
- US7841115857
- CUSIP
- 784111585
- 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
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SISAX Performance Chart
SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund (SISAX) is up 8.8% since the beginning of the year. SISAX is currently trading at $30 per share. Investors who bought $1,000 worth of SISAX shares 5 years ago would now be looking at an investment worth $1,560.
Loading charts...
Returns By Period
SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund (SISAX) has returned 8.83% so far this year and 23.05% over the past 12 months. Over the last ten years, SISAX has returned 10.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund
- 1D
- 0.61%
- 1M
- 0.88%
- YTD
- 8.83%
- 6M
- 8.32%
- 1Y
- 23.05%
- 3Y*
- 15.60%
- 5Y*
- 9.30%
- 10Y*
- 10.97%
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%
SISAX Monthly Returns History
Based on dividend-adjusted daily data since Nov 18, 2003, SISAX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Oct 2008 at -19.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SISAX closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.00% | 1.67% | -5.70% | 7.68% | 2.38% | -0.03% | 8.83% | ||||||
| 2025 | 3.69% | -0.49% | -3.27% | -0.46% | 4.99% | 3.69% | 0.92% | 3.29% | 2.24% | 0.34% | 1.57% | 0.88% | 18.50% |
| 2024 | 0.33% | 3.04% | 3.76% | -4.06% | 3.67% | 0.67% | 3.41% | 1.55% | 1.49% | -1.08% | 3.02% | -4.07% | 11.92% |
| 2023 | 6.03% | -2.52% | 0.85% | 1.26% | -2.58% | 6.33% | 2.93% | -2.35% | -4.09% | -2.79% | 7.80% | 5.13% | 16.12% |
| 2022 | -4.42% | -2.40% | 0.83% | -6.14% | 1.12% | -8.65% | 6.74% | -3.59% | -8.46% | 8.45% | 6.71% | -3.64% | -14.34% |
| 2021 | -0.45% | 3.89% | 3.79% | 3.97% | 1.85% | 0.25% | 1.07% | 2.01% | -3.74% | 4.43% | -2.46% | 4.99% | 20.96% |
Benchmark Metrics
SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund has an annualized alpha of 0.60%, beta of 0.85, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since November 18, 2003.
- This fund participated in 95.04% of S&P 500 Index downside but only 92.33% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.60%
- Beta
- 0.85
- R²
- 0.91
- Upside Capture
- 92.33%
- Downside Capture
- 95.04%
Expense Ratio
SISAX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SISAX ranks 63 for risk / return — better than 63% 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 Tax-Managed Aggressive Strategy Fund (SISAX) 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.
| SISAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.78 | +0.04 |
| Martin ratioReturn relative to average drawdown | 12.13 | 12.44 | -0.30 |
Dividends
Dividend History
SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund provided a 9.64% dividend yield over the last twelve months, with an annual payout of $2.86 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.86 | $2.83 | $1.28 | $1.31 | $2.50 | $1.02 | $0.98 | $0.63 | $0.99 | $0.27 | $0.24 | $0.20 |
Dividend yield | 9.64% | 10.37% | 5.01% | 5.48% | 11.49% | 3.61% | 4.03% | 2.76% | 5.26% | 1.23% | 1.29% | 1.14% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Asset Allocation Trust Tax-Managed Aggressive 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 | $0.08 | $0.00 | $0.00 | $0.08 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $2.62 | $2.83 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $1.07 | $1.28 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $1.07 | $1.31 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $2.32 | $2.50 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.86 | $1.02 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Asset Allocation Trust Tax-Managed Aggressive 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 Tax-Managed Aggressive Strategy Fund was 56.25%, occurring on Mar 9, 2009. Recovery took 968 trading sessions.
The current SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund drawdown is 0.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.25%Mar 2009 | 1y 5mo | 3y 10mo | 5y 3moOct 2007 - Jan 2013 |
COVID crash2020 | -34.45%Mar 2020 | 1mo 2d | 7mo 21d | 8mo 23dFeb 2020 - Nov 2020 |
Bear market2022 | -23.64%Sep 2022 | 8mo 28d | 1y 4mo | 2y 24dJan 2022 - Jan 2024 |
Rate-hike selloffLate 2018 | -18.78%Dec 2018 | 10mo 29d | 10mo 8d | 1y 9moJan 2018 - Oct 2019 |
2016 correction2016 | -18.43%Feb 2016 | 7mo 22d | 10mo | 1y 5moJun 2015 - Dec 2016 |
Drawdown Indicators
| SISAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.25% | -56.78% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -9.10% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.97% | -18.90% | +3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.64% | -25.43% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.45% | -33.92% | -0.53% |
Current DrawdownCurrent decline from peak | -0.60% | -1.80% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -10.71% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.03% | -0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SISAX
Add SEI Asset Allocation Trust Tax-Managed Aggressive Strategy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SISAX