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SEI Institutional Managed Trust - Dynamic Asset Allocation Fund (SDYYX)

14.37
-1.11
(-7.17%)
At close: April 4 at 8:02:12 PM EDT

Fund Summary

The fund's manager employs a dynamic investment strategy seeking to achieve, over time, a total return in excess of the broad U.S. equity market by selecting investments from among a broad range of asset classes or market exposures based upon SEI Investments Management Corporation's (SIMC or the Adviser) expectations of risk and return. Asset classes or market exposures in which the fund may invest include U.S. and foreign equities and bonds, currencies, and investment exposures to various market characteristics such as interest rates or volatility.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 30.88%
Worst 1Y Total Return --
Number of Years Up 7
Number of Years Down 2

Performance & Risk

YTD Return -7.36%
5y Average Return 18.75%
Rank in Category (ytd) 32
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.96
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
SDYYXCategory AverageSDYYXCategory AverageSDYYXCategory Average
Alpha -0.89 -0.01 0.7 -0.01 -- -0.01
BETA 0.96 0.01 0.97 0.01 -- 0.01
Mean Annual Return 0.75 0.01 1.57 0.01 -- 0.01
R-squared 98.84 0.94 98.72 0.95 -- 0.95
Standard Deviation 16.64 0.17 16.55 0.19 -- 0.15
Sharpe Ratio 0.27 0 0.97 0.01 -- 0.01
Treynor Ratio 3.49 0.03 16.64 0.1 -- 0.1

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