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Trending ETFs

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$15.01

$926 M

1.72%

$0.26

0.65%

Vitals

YTD Return

-13.2%

1 yr return

4.9%

3 Yr Avg Return

10.1%

5 Yr Avg Return

8.9%

Net Assets

$926 M

Holdings in Top 10

20.8%

52 WEEK LOW AND HIGH

$15.2
$15.01
$18.48

Expenses

OPERATING FEES

Expense Ratio 0.65%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A


Min Investment

Standard (Taxable)

$100,000

IRA

N/A


Fund Classification

Fund Type

Open End Mutual Fund

Investment Style

Large Value


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$15.01

$926 M

1.72%

$0.26

0.65%

SUSYX - Profile

Distributions

  • YTD Total Return -13.2%
  • 3 Yr Annualized Total Return 10.1%
  • 5 Yr Annualized Total Return 8.9%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 1.69%
DIVIDENDS
  • Dividend Yield 1.7%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    SEI Institutional Managed Trust U.S. Managed Volatility Fund
  • Fund Family Name
    SEI
  • Inception Date
    Dec 31, 2014
  • Shares Outstanding
    10699245
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Harindra de Silva

Fund Description

The fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, exchange-traded funds (ETFs) and warrants. It may also, to a lesser extent, invest in American Depositary Receipts (ADRs), real estate investment trusts (REITs) and securities of non-U.S. companies.


SUSYX - Performance

Return Ranking - Trailing

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
YTD -13.2% -68.3% 322.7% 21.80%
1 Yr 4.9% -26.2% 51.5% 27.39%
3 Yr 10.1%* -6.3% 23.9% 92.03%
5 Yr 8.9%* -0.5% 15.4% 75.06%
10 Yr 11.6%* 4.8% 16.7% 56.32%

* Annualized

Return Ranking - Calendar

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
2021 -0.3% -78.0% 57.5% 93.31%
2020 -3.7% -23.2% 285.0% 77.54%
2019 18.4% -32.1% 76.3% 56.58%
2018 -14.1% -62.4% 92.3% 35.97%
2017 4.4% -72.0% 48.6% 78.80%

Total Return Ranking - Trailing

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
YTD -13.2% -68.3% 27.4% 19.45%
1 Yr 4.9% -26.2% 83.4% 26.44%
3 Yr 10.1%* -6.3% 23.9% 87.00%
5 Yr 8.9%* -0.5% 17.8% 72.25%
10 Yr 11.6%* 4.8% 16.7% 52.45%

* Annualized

Total Return Ranking - Calendar

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
2021 -0.3% -87.2% 57.5% 93.31%
2020 -3.7% -23.2% 17709.3% 77.54%
2019 18.4% -32.1% 48.5% 56.67%
2018 -14.1% -37.1% 17.4% 64.42%
2017 4.4% -72.0% 27.5% 94.20%

NAV & Total Return History


SUSYX - Holdings

Concentration Analysis

SUSYX Category Low Category High SUSYX % Rank
Net Assets 926 M 390 K 151 B 47.33%
Number of Holdings 382 2 1727 4.16%
Net Assets in Top 10 194 M 2.06 K 32.3 B 50.78%
Weighting of Top 10 20.77% 5.0% 100.0% 84.23%

Top 10 Holdings

  1. Merck & Co Inc 2.83%
  2. Verizon Communications Inc 2.42%
  3. Amdocs Ltd 2.31%
  4. Oracle Corp 2.23%
  5. Cisco Systems Inc 2.07%
  6. The Kroger Co 2.05%
  7. Pfizer Inc 2.01%
  8. Target Corp 2.00%
  9. E-mini S&P 500 Future June 22 1.97%
  10. E-mini S&P 500 Future June 22 1.97%

Asset Allocation

Weighting Return Low Return High SUSYX % Rank
Stocks
98.19% 28.02% 125.26% 54.87%
Cash
1.81% -88.20% 71.98% 40.67%
Preferred Stocks
0.00% 0.00% 19.30% 46.39%
Other
0.00% -3.07% 26.80% 42.68%
Convertible Bonds
0.00% 0.00% 4.88% 43.42%
Bonds
0.00% 0.00% 80.18% 44.76%

Stock Sector Breakdown

Weighting Return Low Return High SUSYX % Rank
Healthcare
18.87% 0.00% 35.91% 31.57%
Consumer Defense
18.15% 0.00% 34.10% 3.66%
Technology
15.27% 0.00% 54.02% 19.78%
Financial Services
11.01% 0.00% 58.05% 94.25%
Industrials
9.70% 0.00% 42.76% 70.75%
Consumer Cyclical
8.35% 0.00% 22.74% 22.46%
Communication Services
7.30% 0.00% 26.58% 26.49%
Utilities
4.23% 0.00% 32.19% 51.57%
Energy
3.97% 0.00% 54.00% 82.91%
Real Estate
2.40% 0.00% 90.54% 53.51%
Basic Materials
0.73% 0.00% 21.69% 91.57%

Stock Geographic Breakdown

Weighting Return Low Return High SUSYX % Rank
US
94.00% 24.51% 121.23% 49.07%
Non US
4.19% 0.00% 45.02% 49.14%

SUSYX - Expenses

Operational Fees

SUSYX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.65% 0.01% 4.02% 68.11%
Management Fee 0.65% 0.00% 1.50% 66.75%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.30% 0.01% 0.50% 94.05%

Sales Fees

SUSYX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 0.00% 5.75% N/A
Deferred Load N/A 0.95% 5.50% N/A

Trading Fees

SUSYX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

SUSYX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A 0.00% 488.00% 50.60%

SUSYX - Distributions

Dividend Yield Analysis

SUSYX Category Low Category High SUSYX % Rank
Dividend Yield 1.72% 0.00% 9.74% 10.27%

Dividend Distribution Analysis

SUSYX Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annually Monthly Annually

Net Income Ratio Analysis

SUSYX Category Low Category High SUSYX % Rank
Net Income Ratio 1.69% -1.51% 4.28% 31.65%

Capital Gain Distribution Analysis

SUSYX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

SUSYX - Fund Manager Analysis

Managers

Harindra de Silva


Start Date

Tenure

Tenure Rank

Dec 31, 2004

17.42

17.4%

Harindra (Harin) de Silva is a portfolio manager for the Systematic Edge team at Allspring Global Investments. He joined Allspring from its predecessor firm, Wells Fargo Asset Management (WFAM). Before WFAM, Harin was a principal at Analysis Group, Inc., where he was responsible for providing economic research services to institutional investors, including investment managers, large pension funds, and endowments. He focuses on the ongoing research effort for equity and factor-based asset allocation strategies. Harin earned a bachelor’s degree in mechanical engineering from the University of Manchester Institute of Science and Technology, a master’s degree in business administration with an emphasis in finance, a master’s degree in econometrics from the University of Rochester, and a Ph.D. in finance from the University of California, Irvine. He has earned the right to use the Chartered Financial Analyst® (CFA®) designation.

Dennis Bein


Start Date

Tenure

Tenure Rank

Dec 31, 2004

17.42

17.4%

Dennis Bein is a portfolio manager for the Systematic Edge team at Allspring Global Investments. In this role, he focuses on the day-to-day portfolio management and research related to equity-based investment strategies. Dennis joined Allspring from its predecessor firm, Wells Fargo Asset Management (WFAM). Prior to joining Systematic Edge, Dennis was a senior consultant for Analysis Group, Inc., where he provided investment consulting services for institutional investors and plan sponsors. He earned a bachelor’s degree in business administration and a master’s degree in business administration with an emphasis in finance from the University of California, Riverside. Dennis has earned the right to use the Chartered Financial Analyst® (CFA®) designation.

Ryan Brown


Start Date

Tenure

Tenure Rank

Dec 31, 2007

14.42

14.4%

Ryan Brown is a portfolio manager for the Systematic Edge team at Allspring Global Investments. He is responsible for the day-to-day portfolio management and trading for U.S. equity-based investment strategies and contributes to the ongoing research efforts of these strategies. Ryan joined Allspring from its predecessor firm, Wells Fargo Asset Management (WFAM). Prior to WFAM, Ryan worked for Beekman Capital Management, where he was responsible for selecting stocks within the financial services sector. Ryan earned a bachelor’s degree in economics from Brigham Young University and a master’s degree in finance from the University of Utah. He has earned the right to use the Chartered Financial Analyst® (CFA®) designation.

Puneet Mansharamani


Start Date

Tenure

Tenure Rank

Dec 03, 2010

11.5

11.5%

Puneet Mansharamani, CFA, is a Partner, Portfolio Manager and Quantitative Analyst of LSV. Mr. Mansharamani has more than 14 years of investment experience. At LSV, Mr. Mansharamani is part of our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Prior to joining LSV, Mr. Mansharamani was an Analyst at Institutional Trust National City Corporation. His responsibilities included project management, systems development and designing financial and analytical applications fo

Josef Lakonishok


Start Date

Tenure

Tenure Rank

Dec 03, 2010

11.5

11.5%

Dr. Lakonishok joined LSV in 1994, where he currently serves as Chief Executive Officer, Chief Investment Officer, Partner and Portfolio Manager Dr. Lakonishok has more than 30 years of investment and research experience. Dr. Lakonishok was, until 2004, the William G. Karnes Professor of Finance at the College of Commerce & Business Administration at the University of Illinois at Urbana-Champaign. Before that, he held staff and visiting professorships at Tel Aviv University, Cornell University, the University of North Carolina at Chapel Hill, and the University of British Columbia.

Menno Vermeulen


Start Date

Tenure

Tenure Rank

Dec 03, 2010

11.5

11.5%

Menno Vermeulen, CFA, is a Partner, Portfolio Manager and Senior Quantitative Analyst of LSV. Dr. Lakonishok joined LSV in 1994. Vermeulen has more than 21 years of investment experience. At LSV, Mr. Vermeulen has developed and written the software for our quantitative models and portfolio management system. He leads our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Mr. Vermeulen is also involved in the research process at LSV. Prior to joining LSV, he worked at ABP

Greg Sleight


Start Date

Tenure

Tenure Rank

Oct 14, 2014

7.63

7.6%

Greg Sleight is a Partner, Portfolio Manager and Quantitative Analyst of LSV. At LSV, Mr. Sleight is part of our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Mr. Sleight received a B.S. in Material Science & Engineering from the University of Illinois in 2000 and an M.B.A. in Econometrics, Economics & Analytic Finance from the University of Chicago in 2006.

Guy Lakonishok


Start Date

Tenure

Tenure Rank

Oct 14, 2014

7.63

7.6%

Guy Lakonishok, CFA is a Partner, Portfolio Manager and Quantitative Analyst at LSV. Prior to joining LSV, Mr. Lakonishok was a Vice President in the Quantitative Equity group at BlackRock. His responsibilities included research, portfolio implementation, system development and performance attribution. Prior to this experience, Mr. Lakonishok was an analyst in the Quantitative Equity group at Weiss, Peck, and Greer, where he was responsible for developing portfolio analytics and assisting in the day-to-day management of the portfolios. Mr. Lakonishok received a B.S. in Applied Science with

Jason Karceski


Start Date

Tenure

Tenure Rank

Oct 14, 2014

7.63

7.6%

Jason Karceski, Ph.D., has served as a Senior Research Analyst of LSV since 2009, a partner since 2012 and portfolio manager since 2014.

Dante D'Orazio


Start Date

Tenure

Tenure Rank

Jan 31, 2022

0.33

0.3%

Dante D’Orazio, CFA, is a Partner and Portfolio Manager who developed the firm’s price driven model currently utilized in both the U.S. and Japanese markets. Mr. D’Orazio makes major contributions to the overall portfolio risk and asset allocation among all models. He has extensive experience in modeling equities, bonds, and options that dates back to 1986. Mr. D’Orazio joined Double Alpha in July 1997. From 1995 to 1997, Mr. D’Orazio specialized in Corporate Bonds and credit curve analysis at Salomon Brothers’ Fixed Income Strategy Group. In 1986, Mr. D’Orazio was responsible for the development of equity derivative models, trading strategies, and risk management at New Windsor Associates. Mr. D’Orazio received a BS in Computer Science with concentration in Finance from Brooklyn College. In 1995 he received the CFA charter.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.09 86.59 7.89 16.42