SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX)

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SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) is up 1.7% since the beginning of the year. SNSAX is currently trading at $10 per share. Investors who bought $1,000 worth of SNSAX shares 5 years ago would now be looking at an investment worth $1,159.

SEI Asset Allocation Trust Defensive Strategy Fund (SNSAX) has returned 1.66% so far this year and 5.01% over the past 12 months. Over the last ten years, SNSAX has returned 2.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Nov 18, 2003, SNSAX's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +1.8%, while the worst month was Oct 2008 at -3.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SNSAX closed higher 35% of trading days. The best single day was Dec 16, 2021 with a return of +1.6%, while the worst single day was Apr 7, 2025 at -1.9%.

SEI Asset Allocation Trust Defensive Strategy Fund has an annualized alpha of 1.89%, beta of 0.06, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since November 18, 2003.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (14.14%) than losses (12.06%) - typical of diversified or defensive assets.
• Beta of 0.06 may look defensive, but with R2 of 0.27 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 0.27 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.

SNSAX has an expense ratio of 0.61%, placing it in the medium range.

SNSAX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

SEI Asset Allocation Trust Defensive Strategy Fund provided a 3.13% dividend yield over the last twelve months, with an annual payout of $0.31 per share.

The table displays the monthly dividend distributions for SEI Asset Allocation Trust Defensive 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 Defensive 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 Defensive Strategy Fund was 12.22%, occurring on Dec 12, 2008. Recovery took 903 trading sessions.

The current SEI Asset Allocation Trust Defensive Strategy Fund drawdown is 0.30%.

The chart below shows the rolling one-month volatility.