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SEI Institutional Managed Trust Multi-Asset Income Fund Class Y SLIYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SLIYX | Replication |
|---|---|---|
| Annualized growth | 3.5% | 3.0% |
| Annualized volatility | 5.6% | 4.6% |
| Sharpe ratio | 0.64 | 0.68 |
| Maximum drawdown | 17.5% | 14.0% |
| Replication fit (R²) | 0.89 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model SLIYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 29.2% |
| SPHY | FI · High Yield | 27.4% |
| VWOB | FI · EM Bonds USD | 21.0% |
| VGIT | FI · Intermediate Gov | 11.3% |
| VCIT | FI · IG Credit | 11.1% |