SEI Asset Allocation Trust Moderate Strategy Allocation Fund (SXMAX)

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SEI Asset Allocation Trust Moderate Strategy Allocation Fund (SXMAX) is up 4.5% since the beginning of the year. SXMAX is currently trading at $17 per share. Investors who bought $1,000 worth of SXMAX shares 5 years ago would now be looking at an investment worth $1,372.

SEI Asset Allocation Trust Moderate Strategy Allocation Fund (SXMAX) has returned 4.47% so far this year and 10.33% over the past 12 months. Over the last ten years, SXMAX has returned 7.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Nov 18, 2003, SXMAX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was May 2005 with a return of +15.5%, while the worst month was Oct 2008 at -18.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SXMAX closed higher 53% of trading days. The best single day was May 6, 2005 with a return of +13.7%, while the worst single day was Mar 16, 2020 at -10.1%.

SEI Asset Allocation Trust Moderate Strategy Allocation Fund has an annualized alpha of 2.09%, beta of 0.65, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since November 19, 2003.

• This fund participated in 73.85% of S&P 500 Index downside but only 73.45% of its upside - more exposed to losses than it benefited from rallies.
• This fund generated an annualized alpha of 2.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.65 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

SXMAX has an expense ratio of 0.35%, placing it in the medium range.

SXMAX ranks 37 for risk / return — below 37% 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 Asset Allocation Trust Moderate Strategy Allocation Fund (SXMAX) and compare them to S&P 500 Index.

SEI Asset Allocation Trust Moderate Strategy Allocation Fund provided a 14.86% dividend yield over the last twelve months, with an annual payout of $2.47 per share. The fund has been increasing its distributions for 2 consecutive years.

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.

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 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 0.06%.

The chart below shows the rolling one-month volatility.