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SEI Institutional Managed Trust U.S. Managed Volatility Fund Class Y SUSYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SUSYX | Replication |
|---|---|---|
| Annualized growth | -8.7% | -26.3% |
| Annualized volatility | 7.6% | 8.4% |
| Sharpe ratio | -1.15 | -3.58 |
| Maximum drawdown | 3.4% | 5.5% |
| Replication fit (R²) | 0.97 · Tracking error 1.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model SUSYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLU | Sector · Utilities | 26.6% |
| MUB | FI · Municipal | 24.0% |
| IAU | Alternatives · Gold | 20.9% |
| XLY | Sector · Cons Discr | 14.8% |
| USMV | Factor · Min Vol | 13.8% |