Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEHAX (SIIT U.S. EQUITY FACTOR ALLOCATION FUND CLASS A) | 12.21% | 28.56% | 23.24% | 13.50% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 04/27/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEHAX (SIIT U.S. EQUITY FACTOR ALLOCATION FUND CLASS A) | 04/27/2018 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.12 | 28.56 | 23.24 | 13.50 | NA | NA | NA | … | … | 12.21 | 13.96 | 24.97 | 22.53 | -15.84 | 32.78 | 13.21 | 28.12 | -5.90 |
| Sharpe Ratio | NA | 2.28 | 1.45 | 0.69 | NA | NA | NA | … | … | 2.19 | 0.64 | 1.72 | 1.44 | -0.75 | 2.46 | 0.37 | 2.13 | -0.66 |
| Standard Deviation(%) | NA | 11.57 | 14.14 | 16.22 | NA | NA | NA | … | … | 13.17 | 17.69 | 12.39 | 13.22 | 23.01 | 13.30 | 35.01 | 12.49 | 15.33 |
| Draw Down(%) | NA | 7.74 | 17.69 | 22.98 | NA | NA | NA | … | … | 7.74 | 17.51 | 7.39 | 9.64 | 22.98 | 5.25 | 34.93 | 6.62 | 19.59 |
| Yield(%) | 0.00 | 5.64 | 6.49 | 8.73 | 7.39 | 4.93 | 3.69 | … | … | 0.00 | 6.17 | 9.15 | 1.87 | 9.50 | 25.71 | 1.86 | 2.48 | 1.16 |
Data as of 06/04/2026, Common starting date is 04/27/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEHAX (SIIT U.S. EQUITY FACTOR ALLOCATION FUND CLASS A) |
7.37%
Apr 2021 – Apr 2024 |
8.90%
Sep 2018 – Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEHAX (SIIT U.S. EQUITY FACTOR ALLOCATION FUND CLASS A) |
24.42%
Dec 2018 – Dec 2021 |
19.22%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart