SEI Asset Allocation Trust Moderate Strategy Allocation Fund (SXMAX)
The investment seeks to provide the opportunity for capital appreciation with some opportunity to generate income. 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. The fund's assets may be diversified across underlying SEI equity funds, bond and money market funds, and real estate funds.
Fund Info
US7841116350
784111635
Nov 13, 2003
$100,000
Large-Cap
Value
Expense Ratio
SXMAX has an expense ratio of 0.35%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SEI Asset Allocation Trust Moderate Strategy Allocation Fund (SXMAX) returned 4.30% year-to-date (YTD) and 12.92% over the past 12 months. Over the past 10 years, SXMAX returned 6.67% annually, underperforming the S&P 500 benchmark at 10.84%.
SXMAX
4.30%
2.79%
0.51%
12.92%
7.07%
9.27%
6.67%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of SXMAX, 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 | 2.69% | 1.17% | -1.38% | -0.66% | 2.48% | 4.30% | |||||||
| 2024 | 0.90% | 1.60% | 2.97% | -3.16% | 2.42% | 0.29% | 3.59% | 2.56% | 1.47% | -1.13% | 3.82% | -3.79% | 11.77% |
| 2023 | 3.35% | -2.22% | 0.47% | 0.92% | -2.83% | 3.80% | 1.73% | -0.96% | -2.63% | -1.79% | 4.89% | 3.61% | 8.21% |
| 2022 | -2.05% | -1.07% | 2.17% | -3.35% | 0.37% | -5.34% | 3.94% | -2.84% | -6.17% | 6.71% | 4.59% | -2.35% | -6.12% |
| 2021 | -0.32% | 1.61% | 4.29% | 2.82% | 1.75% | 0.20% | 1.18% | 1.26% | -2.97% | 2.65% | -1.98% | 4.98% | 16.26% |
| 2020 | -0.73% | -7.54% | -15.08% | 6.81% | 3.61% | 0.51% | 3.59% | 2.42% | -1.99% | -1.88% | 7.63% | 2.51% | -2.39% |
| 2019 | 6.43% | 2.86% | 1.21% | 2.21% | -3.49% | 4.54% | 0.62% | -0.24% | 1.81% | 1.25% | 1.76% | 2.03% | 22.75% |
| 2018 | 2.65% | -4.00% | -0.34% | 0.53% | 0.74% | 1.07% | 2.39% | 1.94% | 0.14% | -4.37% | 1.70% | -6.98% | -4.94% |
| 2017 | 1.05% | 3.11% | -0.10% | 0.89% | 1.00% | 0.30% | 1.67% | -0.15% | 1.32% | 1.16% | 2.83% | 0.42% | 14.31% |
| 2016 | -3.21% | 0.22% | 5.57% | 0.15% | 1.26% | 1.66% | 3.02% | -0.20% | -0.40% | -1.84% | 1.84% | 2.29% | 10.54% |
| 2015 | 0.05% | 2.97% | -0.20% | -0.30% | 1.02% | -1.92% | 2.28% | -4.76% | -1.81% | 4.68% | -0.78% | -1.01% | -0.12% |
| 2014 | -1.64% | 4.08% | 1.21% | 0.88% | 1.63% | 1.44% | -1.83% | 3.28% | -2.29% | 3.08% | 1.98% | -0.42% | 11.74% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, SXMAX is among the top 15% 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 Moderate Strategy Allocation Fund (SXMAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
SEI Asset Allocation Trust Moderate Strategy Allocation Fund provided a 11.25% dividend yield over the last twelve months, with an annual payout of $1.95 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.95 | $2.03 | $1.65 | $1.72 | $1.67 | $1.25 | $1.66 | $1.71 | $1.08 | $1.57 | $0.44 | $0.61 |
Dividend yield | 11.25% | 12.15% | 9.88% | 10.07% | 8.37% | 6.68% | 8.14% | 9.50% | 5.21% | 8.24% | 2.36% | 3.18% |
Monthly Dividends
The table displays the monthly dividend distributions for SEI Asset Allocation Trust Moderate 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 | $0.08 | $0.00 | $0.08 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.00 | $1.65 | $2.03 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $1.23 | $1.65 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $1.42 | $1.72 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $1.31 | $1.67 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.99 | $1.25 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $1.35 | $1.66 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $1.43 | $1.71 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.78 | $1.08 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $1.28 | $1.57 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.19 | $0.44 |
| 2014 | $0.07 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.36 | $0.61 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SEI Asset Allocation Trust Moderate 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 Moderate Strategy Allocation Fund was 50.94%, occurring on Mar 9, 2009. Recovery took 536 trading sessions.
The current SEI Asset Allocation Trust Moderate Strategy Allocation Fund drawdown is 0.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.94% | Oct 10, 2007 | 355 | Mar 9, 2009 | 536 | Apr 21, 2011 | 891 |
| -31.69% | Feb 18, 2020 | 25 | Mar 23, 2020 | 246 | Mar 15, 2021 | 271 |
| -14.97% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -14.25% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -13.77% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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