SEI Institutional Investments Trust U.S. Managed Volatility Fund (SVYAX)

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The chart shows the growth of an initial investment of $10,000 in SEI Institutional Investments 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 Investments Trust U.S. Managed Volatility Fund (SVYAX) has returned 0.00% so far this year and 6.41% over the past 12 months. Over the last ten years, SVYAX has returned 8.88% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 9, 2009, SVYAX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Oct 2022 with a return of +10.6%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SVYAX closed higher 52% of trading days. The best single day was Dec 15, 2023 with a return of +11.7%, while the worst single day was Dec 6, 2010 at -14.0%.

SEI Institutional Investments Trust U.S. Managed Volatility Fund has an annualized alpha of 1.74%, beta of 0.71, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 12, 2009.

• This fund participated in 71.54% of S&P 500 Index downside but only 70.77% of its upside — more exposed to losses than it benefited from rallies.

SVYAX has an expense ratio of 0.72%, placing it in the medium range.

SVYAX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

SEI Institutional Investments Trust U.S. Managed Volatility Fund provided a 94.03% dividend yield over the last twelve months, with an annual payout of $5.99 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 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 Investments 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 Investments Trust U.S. Managed Volatility Fund was 33.99%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The current SEI Institutional Investments Trust U.S. Managed Volatility Fund drawdown is 4.64%.

The chart below shows the rolling one-month volatility.