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SAAAX vs. HFSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAAAX vs. HFSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) and Hundredfold Select Alternative Fund Investor Class (HFSAX). The values are adjusted to include any dividend payments, if applicable.

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SAAAX vs. HFSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAAAX
SEI Institutional Managed Trust Multi-Asset Accumulation Fund
1.81%12.09%3.65%6.58%-20.83%3.18%6.69%22.11%-7.45%13.09%
HFSAX
Hundredfold Select Alternative Fund Investor Class
-0.92%11.97%3.75%10.93%-9.44%9.05%38.71%10.35%-1.97%9.91%

Returns By Period

In the year-to-date period, SAAAX achieves a 1.81% return, which is significantly higher than HFSAX's -0.92% return. Over the past 10 years, SAAAX has underperformed HFSAX with an annualized return of 3.89%, while HFSAX has yielded a comparatively higher 8.40% annualized return.


SAAAX

1D
0.77%
1M
-6.43%
YTD
1.81%
6M
4.00%
1Y
11.45%
3Y*
6.51%
5Y*
0.88%
10Y*
3.89%

HFSAX

1D
0.00%
1M
-3.45%
YTD
-0.92%
6M
2.27%
1Y
10.24%
3Y*
8.42%
5Y*
3.95%
10Y*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAAAX vs. HFSAX - Expense Ratio Comparison

SAAAX has a 1.17% expense ratio, which is lower than HFSAX's 1.75% expense ratio.


Return for Risk

SAAAX vs. HFSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAAAX
SAAAX Risk / Return Rank: 6060
Overall Rank
SAAAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SAAAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SAAAX Omega Ratio Rank: 5656
Omega Ratio Rank
SAAAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SAAAX Martin Ratio Rank: 5555
Martin Ratio Rank

HFSAX
HFSAX Risk / Return Rank: 9393
Overall Rank
HFSAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HFSAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
HFSAX Omega Ratio Rank: 9494
Omega Ratio Rank
HFSAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HFSAX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAAAX vs. HFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) and Hundredfold Select Alternative Fund Investor Class (HFSAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SAAAXHFSAXDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.35

-1.17

Sortino ratio

Return per unit of downside risk

1.59

3.17

-1.58

Omega ratio

Gain probability vs. loss probability

1.22

1.47

-0.25

Calmar ratio

Return relative to maximum drawdown

1.43

2.71

-1.28

Martin ratio

Return relative to average drawdown

5.37

9.66

-4.29

SAAAX vs. HFSAX - Sharpe Ratio Comparison

The current SAAAX Sharpe Ratio is 1.19, which is lower than the HFSAX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of SAAAX and HFSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SAAAXHFSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.35

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.63

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

1.35

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.30

-0.89

Correlation

The correlation between SAAAX and HFSAX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SAAAX vs. HFSAX - Dividend Comparison

SAAAX's dividend yield for the trailing twelve months is around 2.92%, less than HFSAX's 9.84% yield.


TTM20252024202320222021202020192018201720162015
SAAAX
SEI Institutional Managed Trust Multi-Asset Accumulation Fund
2.92%2.97%2.21%2.00%10.43%8.24%5.25%12.81%3.30%4.96%7.41%2.95%
HFSAX
Hundredfold Select Alternative Fund Investor Class
9.84%9.75%5.87%5.17%4.92%10.98%13.58%6.44%3.11%11.06%5.60%1.85%

Drawdowns

SAAAX vs. HFSAX - Drawdown Comparison

The maximum SAAAX drawdown since its inception was -29.23%, which is greater than HFSAX's maximum drawdown of -12.81%. Use the drawdown chart below to compare losses from any high point for SAAAX and HFSAX.


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Drawdown Indicators


SAAAXHFSAXDifference

Max Drawdown

Largest peak-to-trough decline

-29.23%

-12.81%

-16.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-3.68%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-12.81%

-16.42%

Max Drawdown (10Y)

Largest decline over 10 years

-29.23%

-12.81%

-16.42%

Current Drawdown

Current decline from peak

-6.91%

-3.68%

-3.23%

Average Drawdown

Average peak-to-trough decline

-8.53%

-2.39%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.03%

+1.16%

Volatility

SAAAX vs. HFSAX - Volatility Comparison

SEI Institutional Managed Trust Multi-Asset Accumulation Fund (SAAAX) has a higher volatility of 3.81% compared to Hundredfold Select Alternative Fund Investor Class (HFSAX) at 1.84%. This indicates that SAAAX's price experiences larger fluctuations and is considered to be riskier than HFSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAAAXHFSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

1.84%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

3.69%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.09%

4.41%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.83%

6.31%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.97%

6.25%

+2.72%