SEI Asset Allocation Trust Moderate Strategy Fund (SMOAX)

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The chart shows the growth of an initial investment of $10,000 in SEI Asset Allocation Trust Moderate Strategy 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 Asset Allocation Trust Moderate Strategy Fund (SMOAX) has returned 0.24% so far this year and 8.48% over the past 12 months. Over the last ten years, SMOAX has returned 4.65% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Nov 18, 2003, SMOAX's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, your investment would double in approximately 14.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2009 with a return of +6.1%, while the worst month was Oct 2008 at -13.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SMOAX closed higher 49% of trading days. The best single day was Oct 2, 2008 with a return of +4.4%, while the worst single day was Oct 1, 2008 at -6.5%.

SEI Asset Allocation Trust Moderate Strategy Fund has an annualized alpha of 1.62%, beta of 0.31, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since November 19, 2003.

• This fund participated in 44.16% of S&P 500 Index downside but only 39.77% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.31 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

SMOAX has an expense ratio of 0.31%, placing it in the medium range.

SMOAX 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.

The table below present risk-adjusted performance metrics for SEI Asset Allocation Trust Moderate Strategy Fund (SMOAX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Asset Allocation Trust Moderate Strategy Fund provided a 3.16% dividend yield over the last twelve months, with an annual payout of $0.39 per share.

The table displays the monthly dividend distributions for SEI Asset Allocation Trust Moderate Strategy 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 Asset Allocation Trust Moderate 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 Moderate Strategy Fund was 37.80%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current SEI Asset Allocation Trust Moderate Strategy Fund drawdown is 4.03%.

The chart below shows the rolling one-month volatility.