See what your fund actually adds
SEI Institutional Investments Trust Long Duration Fund Class A LDRAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LDRAX | Replication |
|---|---|---|
| Annualized growth | -24.1% | -21.7% |
| Annualized volatility | 8.8% | 8.6% |
| Sharpe ratio | -3.10 | -2.80 |
| Maximum drawdown | 5.0% | 4.8% |
| Replication fit (R²) | 1.00 · Tracking error 0.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model LDRAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCLT | FI · Long Corp | 63.3% |
| SPTL | FI · Long Gov | 32.8% |
| XLE | Sector · Energy | 3.9% |