See what your fund actually adds
SEI Institutional Managed Trust Small Cap Growth Fund Class Y SMAYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SMAYX | Replication |
|---|---|---|
| Annualized growth | -36.2% | -8.3% |
| Annualized volatility | 9.4% | 7.5% |
| Sharpe ratio | -4.73 | -1.13 |
| Maximum drawdown | 5.1% | 2.3% |
| Replication fit (R²) | 0.84 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model SMAYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 46.3% |
| IJH | US Mid Cap | 31.2% |
| XLK | Sector · Technology | 22.5% |