See what your fund actually adds
SEI Daily Income Trust GNMA Fund Class Y SGMYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SGMYX | Replication |
|---|---|---|
| Annualized growth | -0.2% | -0.2% |
| Annualized volatility | 6.0% | 6.0% |
| Sharpe ratio | 0.00 | -0.00 |
| Maximum drawdown | 15.0% | 15.9% |
| Replication fit (R²) | 0.98 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model SGMYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 74.2% |
| VGIT | FI · Intermediate Gov | 15.9% |
| AGG | FI · Aggregate | 6.8% |
| VGSH | FI · Short Gov | 3.1% |