SDSDX
SAAT Defensive Strategy Fund
SEI ASSET ALLOCATION TRUST
Fund of funds

Average annual returns

Through 2024
1 year
5.12%
3 year
2.15%
5 year
2.31%
10 year
2.26%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
2.30%
Sharpe
2.29
Sortino
5.12
Max drawdown
-6.94%
Best month
1.84%
Worst month
-2.41%
Beta vs VTSAX
0.00
Correlation
0.02

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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