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SEI Institutional Investments Trust High Yield Bond Fund Class A SGYAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SGYAX | Replication |
|---|---|---|
| Annualized growth | -13.8% | -16.0% |
| Annualized volatility | 2.7% | 2.5% |
| Sharpe ratio | -5.54 | -7.02 |
| Maximum drawdown | 2.2% | 2.5% |
| Replication fit (R²) | 0.95 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SGYAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| PFF | FI · Preferred | 74.1% |
| SPHY | FI · High Yield | 9.1% |
| MUB | FI · Municipal | 9.0% |
| BKLN | FI · Senior Bank Loans | 4.0% |
| BCI | Alternatives · Commodities | 3.7% |