See what your fund actually adds
SEI Institutional Investments Trust Small Cap II Fund Class A SECAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SECAX | Replication |
|---|---|---|
| Annualized growth | -23.0% | -34.0% |
| Annualized volatility | 6.6% | 6.1% |
| Sharpe ratio | -3.95 | -6.73 |
| Maximum drawdown | 3.4% | 4.5% |
| Replication fit (R²) | 0.99 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model SECAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 72.7% |
| VEA | Intl · Developed | 10.1% |
| XLE | Sector · Energy | 7.5% |
| IWC | Micro Cap | 7.2% |
| IJH | US Mid Cap | 2.5% |