SEI Asset Allocation Trust Core Market Strategy Fund (SOKAX)
The investment seeks capital appreciation while maintaining broad equity and fixed income market participation. 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. The fund's assets may be diversified across underlying SEI bond and money market funds, equity funds, real estate funds and multi-asset funds.
Fund Info
US7841115691
784111569
Nov 16, 2003
$100,000
Large-Cap
Blend
Expense Ratio
SOKAX features an expense ratio of 0.35%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SEI Asset Allocation Trust Core Market 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.
Returns By Period
SEI Asset Allocation Trust Core Market Strategy Fund had a return of 3.92% year-to-date (YTD) and 11.64% in the last 12 months. Over the past 10 years, SEI Asset Allocation Trust Core Market Strategy Fund had an annualized return of 2.56%, while the S&P 500 had an annualized return of 11.31%, indicating that SEI Asset Allocation Trust Core Market Strategy Fund did not perform as well as the benchmark.
SOKAX
3.92%
2.55%
3.86%
11.64%
1.57%
2.56%
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of SOKAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.39% | 3.92% | |||||||||||
| 2024 | 0.10% | 1.10% | 2.38% | -2.50% | 2.59% | 0.88% | 2.06% | 1.52% | 1.96% | -2.47% | 2.54% | -2.36% | 7.85% |
| 2023 | 4.82% | -2.76% | 2.00% | 0.63% | -1.85% | 2.72% | 1.77% | -1.61% | -2.86% | -2.11% | 5.40% | 3.89% | 9.97% |
| 2022 | -2.72% | -1.69% | -0.34% | -4.82% | 0.45% | -6.07% | 4.61% | -3.05% | -7.05% | 2.68% | 5.31% | -7.42% | -19.23% |
| 2021 | -0.32% | 0.49% | 0.97% | 2.61% | 1.48% | 0.69% | 0.91% | 0.83% | -2.26% | 1.81% | -1.59% | -2.32% | 3.21% |
| 2020 | -0.34% | -3.21% | -10.03% | 5.59% | 3.13% | 2.05% | 3.38% | 2.04% | -1.50% | -0.97% | 6.57% | 0.96% | 6.78% |
| 2019 | 4.96% | 1.25% | 1.41% | 1.45% | -1.97% | 3.94% | 0.34% | -0.08% | 0.67% | 1.21% | 0.83% | 0.32% | 15.10% |
| 2018 | 1.85% | -2.73% | -0.09% | 0.02% | 0.43% | -0.51% | 1.05% | 0.17% | -0.08% | -4.14% | 0.62% | -4.26% | -7.62% |
| 2017 | 1.20% | 1.73% | 0.27% | 1.10% | 0.97% | -0.09% | 1.56% | 0.69% | 0.77% | 1.12% | 0.85% | 1.00% | 11.76% |
| 2016 | -1.78% | 0.09% | 3.91% | 1.26% | 0.27% | 1.54% | 2.01% | 0.26% | 0.61% | -1.35% | -0.71% | -1.66% | 4.41% |
| 2015 | 0.88% | 2.01% | -0.17% | 0.91% | 0.00% | -1.70% | -0.15% | -3.65% | -1.63% | 3.20% | -0.72% | -2.14% | -3.30% |
| 2014 | -1.16% | 2.89% | 0.03% | 0.53% | 1.93% | 1.20% | -1.18% | 1.98% | -2.37% | 1.18% | 0.60% | -1.24% | 4.34% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, SOKAX is among the top 21% 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SEI Asset Allocation Trust Core Market Strategy Fund (SOKAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SEI Asset Allocation Trust Core Market Strategy Fund provided a 2.77% dividend yield over the last twelve months, with an annual payout of $0.30 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.30 | $0.30 | $0.29 | $0.47 | $0.64 | $0.30 | $0.41 | $0.29 | $0.23 | $0.30 | $0.31 | $0.33 |
Dividend yield | 2.77% | 2.88% | 2.95% | 5.02% | 5.26% | 2.45% | 3.46% | 2.72% | 1.94% | 2.77% | 2.91% | 2.87% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Asset Allocation Trust Core Market Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.17 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.17 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.39 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.56 | $0.64 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.22 | $0.30 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.30 | $0.41 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.19 | $0.29 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.15 | $0.23 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.03 | $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 | $0.06 | $0.00 | $0.19 | $0.31 |
| 2014 | $0.02 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.23 | $0.33 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Asset Allocation Trust Core Market 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 Core Market Strategy Fund was 38.42%, occurring on Mar 9, 2009. Recovery took 535 trading sessions.
The current SEI Asset Allocation Trust Core Market Strategy Fund drawdown is 5.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.42% | Oct 15, 2007 | 352 | Mar 9, 2009 | 535 | Apr 20, 2011 | 887 |
| -24.05% | Nov 10, 2021 | 234 | Oct 14, 2022 | — | — | — |
| -20.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
| -12.27% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
| -11.81% | Apr 28, 2015 | 185 | Jan 20, 2016 | 144 | Aug 15, 2016 | 329 |
Volatility
Volatility Chart
The current SEI Asset Allocation Trust Core Market Strategy Fund volatility is 1.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.