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SEI Asset Allocation Trust Moderate Strategy Fund ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SEI Asset Allocation Trust Moderate Strategy Fund (SMOAX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

The investment seeks capital appreciation, while managing the risk of loss. The fund predominantly invests in other SEI Funds, each of which has its own investment goal (the Underlying SEI Funds). The Underlying SEI Funds invest, in turn, in securities and other instruments of various asset classes.

Fund Info

ISIN

US7841116509

CUSIP

784111650

Issuer

SEI

Inception Date

Nov 16, 2003

Category

Diversified Portfolio

Min. Investment

$100,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SEI Asset Allocation Trust Moderate Strategy Fund

Performance

Performance Chart

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S&P 500

Returns By Period

SEI Asset Allocation Trust Moderate Strategy Fund (SMOAX) returned 4.44% year-to-date (YTD) and 8.69% over the past 12 months. Over the past 10 years, SMOAX returned 3.20% annually, underperforming the S&P 500 benchmark at 10.85%.

SMOAX

YTD

4.44%

1M

1.36%

6M

2.77%

1Y

8.69%

3Y*

2.64%

5Y*

3.17%

10Y*

3.20%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of SMOAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.84%1.46%-0.34%0.23%1.19%4.44%
20240.36%0.54%1.87%-1.85%1.88%0.79%1.97%1.46%1.52%-2.12%1.79%-1.85%6.40%
20232.79%-2.26%2.04%0.76%-1.81%1.84%1.15%-1.08%-2.00%-1.25%3.86%2.79%6.79%
2022-2.07%-0.94%0.08%-3.03%0.16%-4.08%3.27%-2.39%-5.50%2.68%3.85%-6.03%-13.66%
2021-0.39%-0.47%1.82%1.77%1.46%0.45%1.31%0.67%-2.14%1.35%-0.97%1.40%6.34%
20200.32%-3.00%-7.56%4.11%2.20%0.66%2.68%1.29%-1.27%-1.18%4.16%0.85%2.69%
20193.66%1.09%1.33%0.95%-0.90%3.13%0.51%0.40%0.56%0.57%0.63%1.30%13.98%
20181.07%-2.28%0.00%-0.13%0.33%-0.17%1.21%0.33%0.08%-2.67%0.85%-2.13%-3.54%
20170.70%1.82%0.09%0.78%0.76%-0.25%0.97%0.59%0.25%0.76%1.07%0.62%8.46%
2016-0.54%0.37%2.73%0.74%0.35%1.93%1.18%-0.26%0.34%-1.04%-0.52%1.19%6.60%
20151.13%1.21%-0.26%0.66%0.17%-1.28%0.53%-2.49%-0.71%1.96%-0.52%-1.21%-0.87%
2014-0.53%1.97%0.38%0.79%1.48%0.69%-0.67%1.64%-1.44%1.25%0.85%-1.00%5.47%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, SMOAX is among the top 14% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SMOAX is 8686
Overall Rank
The Sharpe Ratio Rank of SMOAX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SMOAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SMOAX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SMOAX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SMOAX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SEI Asset Allocation Trust Moderate Strategy Fund (SMOAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SEI Asset Allocation Trust Moderate Strategy Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.51
  • 5-Year: 0.52
  • 10-Year: 0.52
  • All Time: 0.48

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SEI Asset Allocation Trust Moderate Strategy Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SEI Asset Allocation Trust Moderate Strategy Fund provided a 3.34% dividend yield over the last twelve months, with an annual payout of $0.40 per share.

2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.40$0.40$0.34$1.03$0.66$0.34$0.42$0.27$0.26$0.30$0.33$0.37

Dividend yield

3.34%3.50%3.09%9.53%5.07%2.68%3.31%2.37%2.10%2.59%3.02%3.26%

Monthly Dividends

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.05$0.00$0.05
2024$0.00$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.25$0.40
2023$0.00$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.21$0.34
2022$0.00$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.92$1.03
2021$0.00$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.55$0.66
2020$0.00$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.26$0.34
2019$0.00$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.31$0.42
2018$0.00$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.18$0.27
2017$0.00$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.18$0.26
2016$0.00$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.22$0.30
2015$0.00$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.25$0.33
2014$0.02$0.00$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.27$0.37

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 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 38.72%, occurring on Mar 9, 2009. Recovery took 844 trading sessions.

The current SEI Asset Allocation Trust Moderate Strategy Fund drawdown is 0.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.72%Jun 5, 2007444Mar 9, 2009844Jul 13, 20121288
-16.94%Feb 20, 202023Mar 23, 2020172Nov 24, 2020195
-14.67%Sep 3, 2021281Oct 14, 2022584Feb 13, 2025865
-7.08%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-6.96%Apr 27, 2015186Jan 20, 201695Jun 6, 2016281
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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