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SEI Asset Allocation Trust Defensive Strategy Allocation Fund Class F STDAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | STDAX | Replication |
|---|---|---|
| Annualized growth | 3.1% | 3.6% |
| Annualized volatility | 1.1% | 1.0% |
| Sharpe ratio | 2.76 | 3.65 |
| Maximum drawdown | 2.7% | 2.3% |
| Replication fit (R²) | 0.82 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model STDAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 67.7% |
| VGSH | FI · Short Gov | 13.2% |
| SPHY | FI · High Yield | 10.9% |
| BKLN | FI · Senior Bank Loans | 8.1% |