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SEI Core Market Strategy Allc F (SAAT) (SKTAX)

22.40 -0.13 (-0.58%)
At close: 8:06:07 AM EST

Fund Summary

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.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 31.39%
Worst 1Y Total Return --
Number of Years Up 15
Number of Years Down 5

Performance & Risk

YTD Return 15.79%
5y Average Return 9.53%
Rank in Category (ytd) 79
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.21
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
SKTAXCategory AverageSKTAXCategory AverageSKTAXCategory Average
Alpha 3.63 -0.03 2.43 -0.02 0.64 -0.01
BETA 1.21 0.02 1.34 0.02 1.38 0.02
Mean Annual Return 0.65 0.01 0.91 0.01 0.76 0.01
R-squared 93.79 0.95 94.5 0.94 93.57 0.92
Standard Deviation 15.74 0.19 17.09 0.15 14.33 0.14
Sharpe Ratio 0.24 0.01 0.49 0.01 0.51 0.01
Treynor Ratio 2.23 0.08 5.52 0.08 4.73 0.06

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