SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX)

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SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) is up 16.9% since the beginning of the year. SMQFX is currently trading at $12 per share. Investors who bought $1,000 worth of SMQFX shares 5 years ago would now be looking at an investment worth $1,702.

SEI Institutional Investments Trust Emerging Markets Equity Fund (SMQFX) has returned 16.94% so far this year and 36.80% over the past 12 months. Over the last ten years, SMQFX has returned 10.49% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.

Based on dividend-adjusted daily data since Nov 3, 2014, SMQFX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +13.7%, while the worst month was Mar 2020 at -18.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SMQFX closed higher 51% of trading days. The best single day was Dec 16, 2021 with a return of +15.7%, while the worst single day was Dec 17, 2021 at -13.8%.

SEI Institutional Investments Trust Emerging Markets Equity Fund has an annualized alpha of 1.85%, beta of 0.61, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since November 03, 2014.

• This fund participated in 84.35% of S&P 500 Index downside but only 74.30% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.61 may look defensive, but with R2 of 0.41 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 0.41 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

SMQFX has an expense ratio of 0.59%, placing it in the medium range.

SMQFX ranks 69 for risk / return — above 69% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.

SEI Institutional Investments Trust Emerging Markets Equity Fund provided a 25.85% dividend yield over the last twelve months, with an annual payout of $3.00 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for SEI Institutional Investments Trust Emerging Markets Equity 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 Investments Trust Emerging Markets Equity 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 Investments Trust Emerging Markets Equity Fund was 40.14%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current SEI Institutional Investments Trust Emerging Markets Equity Fund drawdown is 7.79%.

The chart below shows the rolling one-month volatility.