SEI Institutional Investments Trust Screened World Equity Ex-US Fund (SSEAX)

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Investments Trust Screened World Equity Ex-US Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

SEI Institutional Investments Trust Screened World Equity Ex-US Fund (SSEAX) has returned -3.48% so far this year and 17.43% over the past 12 months. Over the last ten years, SSEAX has returned 9.75% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jul 1, 2008, SSEAX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 55% of months were positive and 45% were negative. The best month was May 2009 with a return of +12.4%, while the worst month was Oct 2008 at -23.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SSEAX closed higher 51% of trading days. The best single day was Dec 16, 2021 with a return of +17.8%, while the worst single day was Dec 17, 2021 at -15.7%.

SEI Institutional Investments Trust Screened World Equity Ex-US Fund has an annualized alpha of -1.77%, beta of 0.78, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since July 02, 2008.

• This fund participated in 103.74% of S&P 500 Index downside but only 84.87% of its upside — more exposed to losses than it benefited from rallies.

SSEAX has an expense ratio of 0.78%, placing it in the medium range.

SSEAX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for SEI Institutional Investments Trust Screened World Equity Ex-US Fund (SSEAX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Institutional Investments Trust Screened World Equity Ex-US Fund provided a 19.59% dividend yield over the last twelve months, with an annual payout of $2.23 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 Screened World Equity Ex-US 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 Screened World Equity Ex-US 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 Screened World Equity Ex-US Fund was 55.38%, occurring on Mar 9, 2009. Recovery took 1165 trading sessions.

The current SEI Institutional Investments Trust Screened World Equity Ex-US Fund drawdown is 10.69%.

The chart below shows the rolling one-month volatility.