SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX)

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Managed Trust U.S. Managed Volatility 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 Managed Trust U.S. Managed Volatility Fund (SVOAX) has returned -0.91% so far this year and 5.44% over the past 12 months. Over the last ten years, SVOAX has returned 8.30% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Oct 29, 2004, SVOAX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +10.5%, while the worst month was Oct 2008 at -17.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SVOAX closed higher 53% of trading days. The best single day was Dec 17, 2024 with a return of +14.4%, while the worst single day was Dec 18, 2024 at -15.1%.

SEI Institutional Managed Trust U.S. Managed Volatility Fund has an annualized alpha of 2.31%, beta of 0.73, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since November 01, 2004.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.77%) than losses (74.54%) — typical of diversified or defensive assets.
• This fund generated an annualized alpha of 2.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

SVOAX has an expense ratio of 0.90%, placing it in the medium range.

SVOAX ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for SEI Institutional Managed Trust U.S. Managed Volatility Fund (SVOAX) and compare them to a chosen benchmark (S&P 500 Index).

SEI Institutional Managed Trust U.S. Managed Volatility Fund provided a 17.11% dividend yield over the last twelve months, with an annual payout of $2.23 per share.

The table displays the monthly dividend distributions for SEI Institutional Managed Trust U.S. Managed Volatility 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 Managed Trust U.S. Managed Volatility 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 Managed Trust U.S. Managed Volatility Fund was 47.22%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.

The current SEI Institutional Managed Trust U.S. Managed Volatility Fund drawdown is 6.98%.

The chart below shows the rolling one-month volatility.