SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX)
The investment seeks to generate investment income while providing opportunity for capital appreciation. The fund invests in other SEI Funds, each of which has its own investment goal (the Underlying SEI Funds), that form the non-underlying muni bond fund component of the GoalLink Strategy. The Underlying SEI Funds invest, in turn, in securities and other instruments of various asset classes.
Fund Info
US7841117267
784111726
Nov 16, 2003
$100,000
Large-Cap
Value
Expense Ratio
STDAX has an expense ratio of 0.35%, placing it in the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
Loading data...
Returns By Period
SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) returned 1.67% year-to-date (YTD) and 5.19% over the past 12 months. Over the past 10 years, STDAX returned 2.36% annually, underperforming the S&P 500 benchmark at 10.85%.
STDAX
1.67%
0.54%
1.89%
5.19%
4.27%
3.15%
2.36%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of STDAX, 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 | 0.54% | 0.36% | 0.00% | 0.23% | 0.54% | 1.67% | |||||||
| 2024 | 0.45% | 0.36% | 0.45% | 0.11% | 0.54% | 0.45% | 0.74% | 0.54% | 0.62% | 0.31% | 0.45% | 0.21% | 5.35% |
| 2023 | 1.08% | 0.00% | 0.27% | 0.44% | 0.18% | 0.53% | 0.75% | 0.45% | 0.18% | 0.02% | 0.99% | 0.95% | 5.98% |
| 2022 | -0.34% | -0.26% | -0.17% | -0.53% | -0.17% | -1.22% | 0.96% | -0.26% | -0.61% | 0.56% | 0.44% | 0.03% | -1.58% |
| 2021 | 0.26% | 0.17% | 0.17% | 0.27% | 0.09% | 0.26% | 0.03% | 0.08% | 0.08% | 0.01% | -0.17% | 0.31% | 1.57% |
| 2020 | 0.07% | -5.97% | -17.98% | 0.42% | 0.88% | 0.35% | 0.88% | 0.17% | -0.09% | 0.15% | 0.87% | 0.56% | -19.53% |
| 2019 | 6.03% | 2.33% | 1.50% | 1.68% | -1.88% | 3.12% | 0.73% | 0.76% | 1.36% | 0.68% | 0.54% | 1.56% | 19.83% |
| 2018 | 0.69% | -3.63% | 0.43% | 0.72% | 0.78% | 1.62% | 1.78% | 1.92% | -0.13% | -2.65% | 1.32% | -5.87% | -3.32% |
| 2017 | 0.78% | 2.74% | -0.68% | 0.61% | 0.69% | 0.20% | 1.47% | -0.20% | 0.68% | 0.58% | 2.17% | 0.30% | 9.69% |
| 2016 | -2.03% | 0.15% | 5.53% | 0.51% | 1.33% | 3.04% | 2.82% | -0.20% | -0.59% | -1.55% | 0.75% | 2.70% | 12.92% |
| 2015 | 1.45% | 1.30% | 0.20% | -0.95% | 0.68% | -2.10% | 2.25% | -3.83% | -0.92% | 3.64% | -1.39% | -0.84% | -0.74% |
| 2014 | 0.07% | 3.38% | 1.23% | 1.37% | 1.49% | 1.12% | -1.44% | 2.84% | -2.55% | 3.91% | 1.30% | -0.17% | 13.09% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 86, STDAX is among the top 14% 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 Defensive Strategy Allocation Fund (STDAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Loading data...
Dividends
Dividend History
SEI Asset Allocation Trust Defensive Strategy Allocation Fund provided a 4.51% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.55 | $0.69 | $0.39 | $0.10 | $0.20 | $0.76 | $1.10 | $1.00 | $1.44 | $0.53 | $0.60 |
Dividend yield | 4.51% | 4.97% | 6.23% | 3.54% | 0.87% | 1.72% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% | 4.14% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Asset Allocation Trust Defensive Strategy Allocation 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 | $0.11 | $0.00 | $0.11 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.13 | $0.55 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.24 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.25 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.04 | $0.10 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.07 | $0.20 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.43 | $0.76 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.78 | $1.10 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.64 | $1.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $1.07 | $1.44 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.21 | $0.53 |
| 2014 | $0.09 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.28 | $0.60 |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Asset Allocation Trust Defensive Strategy Allocation 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 Allocation Fund was 49.52%, occurring on Mar 9, 2009. Recovery took 455 trading sessions.
The current SEI Asset Allocation Trust Defensive Strategy Allocation Fund drawdown is 10.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.52% | Jun 5, 2007 | 444 | Mar 9, 2009 | 455 | Dec 27, 2010 | 899 |
| -26.89% | Feb 19, 2020 | 24 | Mar 23, 2020 | — | — | — |
| -12.75% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
| -10.4% | Mar 24, 2015 | 225 | Feb 11, 2016 | 46 | Apr 19, 2016 | 271 |
| -10.21% | Sep 24, 2018 | 64 | Dec 24, 2018 | 37 | Feb 19, 2019 | 101 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...