SEI Institutional International Trust Emerging Markets Debt Fund (SITEX)

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SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) is up 4.1% since the beginning of the year. SITEX is currently trading at $10 per share. Investors who bought $1,000 worth of SITEX shares 5 years ago would now be looking at an investment worth $1,183.

SEI Institutional International Trust Emerging Markets Debt Fund (SITEX) has returned 4.11% so far this year and 15.64% over the past 12 months. Over the last ten years, SITEX has returned 3.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 2, 1998, SITEX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Sep 1998 with a return of +12.3%, while the worst month was Aug 1998 at -36.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SITEX closed higher 50% of trading days. The best single day was Mar 20, 2020 with a return of +8.5%, while the worst single day was Aug 27, 1998 at -12.5%.

SEI Institutional International Trust Emerging Markets Debt Fund has an annualized alpha of 5.69%, beta of 0.15, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since January 02, 1998.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (50.19%) than losses (46.69%) - typical of diversified or defensive assets.
• Beta of 0.15 may look defensive, but with R2 of 0.09 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 0.09 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

SITEX has a high expense ratio of 1.36%, indicating above-average management fees.

SITEX ranks 78 for risk / return — better than 78% 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.

SEI Institutional International Trust Emerging Markets Debt Fund provided a 6.24% dividend yield over the last twelve months, with an annual payout of $0.61 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for SEI Institutional International Trust Emerging Markets Debt 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 Debt 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 Debt Fund was 45.23%, occurring on Sep 11, 1998. Recovery took 367 trading sessions.

The current SEI Institutional International Trust Emerging Markets Debt Fund drawdown is 0.51%.

The chart below shows the rolling one-month volatility.