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SEI Institutional Investments Trust Small/Mid Cap Equity Fund Class A SSMAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SSMAX | Replication |
|---|---|---|
| Annualized growth | -30.0% | -4.6% |
| Annualized volatility | 5.1% | 5.0% |
| Sharpe ratio | -6.86 | -0.93 |
| Maximum drawdown | 3.8% | 1.9% |
| Replication fit (R²) | 0.96 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model SSMAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLK | Sector · Technology | 28.9% |
| IJH | US Mid Cap | 27.7% |
| MUB | FI · Municipal | 18.2% |
| IJR | US Small Cap | 15.7% |
| XLU | Sector · Utilities | 9.4% |