See what your fund actually adds

SEI Asset Allocation Trust Market Growth Strategy Allocation Fund Class F SGOAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SGOAX compared with its replication portfolio
MeasureSGOAXReplication
Annualized growth8.7%10.7%
Annualized volatility13.6%16.2%
Sharpe ratio0.680.71
Maximum drawdown23.2%23.8%
Replication fit (R²)0.94 · Tracking error 3.4%

Replication portfolio

The published portfolio below is the investable basket used to model SGOAX’s historical return behavior.

SGOAX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap33.6%
VBRSmall-Cap · Value24.9%
LRGFFactor · Multi-Factor23.5%
EFGIntl · Growth18.1%