See what your fund actually adds
SEI QiM U.S. Equity Factor Allocation Active ETF SEUS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SEUS | Replication |
|---|---|---|
| Annualized growth | 20.2% | -8.4% |
| Annualized volatility | 8.9% | 7.7% |
| Sharpe ratio | 2.10 | -1.09 |
| Maximum drawdown | 2.3% | 5.7% |
| Replication fit (R²) | 0.91 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model SEUS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 40.2% |
| XLF | Sector · Financials | 23.8% |
| PFF | FI · Preferred | 22.2% |
| EFV | Intl · Value | 13.8% |