SEHAX
SIIT U.S. Equity Factor Allocation Fund
SEI INSTITUTIONAL INVESTMENTS TRUST

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
14.47%
3 year
20.64%
5 year
14.48%
10 year

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

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
11.50%
Sharpe
1.85
Sortino
3.89
Max drawdown
-14.38%
Best month
12.08%
Worst month
-13.77%
Beta vs VTSAX
-0.08
Correlation
-0.08

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

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.