See what your fund actually adds
SEI Institutional Managed Trust Multi-Asset Accumulation Fund Class Y SMOYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SMOYX | Replication |
|---|---|---|
| Annualized growth | 1.7% | -0.3% |
| Annualized volatility | 10.3% | 8.8% |
| Sharpe ratio | 0.22 | 0.01 |
| Maximum drawdown | 24.9% | 24.0% |
| Replication fit (R²) | 0.71 · Tracking error 5.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SMOYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 51.4% |
| BCI | Alternatives · Commodities | 22.7% |
| IJR | US Small Cap | 13.3% |
| BNDX | FI · International | 12.7% |