SEI Asset Allocation Trust Core Market Strategy Fund (SOKAX)

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SEI Asset Allocation Trust Core Market Strategy Fund (SOKAX) is up 7.3% since the beginning of the year. SOKAX is currently trading at $12 per share. Investors who bought $1,000 worth of SOKAX shares 5 years ago would now be looking at an investment worth $1,271.

SEI Asset Allocation Trust Core Market Strategy Fund (SOKAX) has returned 7.34% so far this year and 17.77% over the past 12 months. Over the last ten years, SOKAX has returned 6.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Nov 18, 2003, SOKAX's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +6.6%, while the worst month was Oct 2008 at -12.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SOKAX closed higher 50% of trading days. The best single day was Mar 25, 2020 with a return of +4.9%, while the worst single day was Mar 12, 2020 at -5.1%.

SEI Asset Allocation Trust Core Market Strategy Fund has an annualized alpha of 1.67%, beta of 0.38, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since November 19, 2003.

• This fund participated in 55.92% of S&P 500 Index downside but only 49.60% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.38 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

SOKAX has an expense ratio of 0.35%, placing it in the medium range.

SOKAX ranks 77 for risk / return — better than 77% 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 Core Market Strategy Fund (SOKAX) and compare them to S&P 500 Index.

SEI Asset Allocation Trust Core Market Strategy Fund provided a 2.96% dividend yield over the last twelve months, with an annual payout of $0.37 per share. The fund has been increasing its distributions for 2 consecutive years.

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.

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 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 35.64%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.

The chart below shows the rolling one-month volatility.