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SEI Institutional Managed Trust Global Managed Volatility Fund Class Y SGLYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SGLYX | Replication |
|---|---|---|
| Annualized growth | 8.4% | 8.3% |
| Annualized volatility | 10.1% | 10.6% |
| Sharpe ratio | 0.85 | 0.81 |
| Maximum drawdown | 16.3% | 16.1% |
| Replication fit (R²) | 0.94 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SGLYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 52.5% |
| XLP | Sector · Cons Staples | 16.1% |
| EFV | Intl · Value | 11.9% |
| SPHY | FI · High Yield | 10.5% |
| DBEF | Intl · Dev Hedged | 9.0% |