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SEI Institutional Investments Trust U.S. Managed Volatility Fund Class A SVYAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SVYAX | Replication |
|---|---|---|
| Annualized growth | -6.5% | -25.8% |
| Annualized volatility | 6.3% | 4.9% |
| Sharpe ratio | -1.02 | -6.07 |
| Maximum drawdown | 2.8% | 3.8% |
| Replication fit (R²) | 0.85 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model SVYAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 49.6% |
| IJR | US Small Cap | 20.8% |
| XLE | Sector · Energy | 15.6% |
| IAU | Alternatives · Gold | 14.0% |