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SEI Global Neutral Balanced Pool Class F

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Global Neutral Balanced

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

NAVPS
(11-22-2024) 		$8.21
Change
$0.03 (0.40%)

As at October 31, 2024

As at October 31, 2024

Period
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Legend

SEI Global Neutral Balanced Pool Class F

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Fund Returns

Inception Return (June 15, 2006): 5.25%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund -0.21% 1.83% 8.83% 11.11% 19.87% 11.35% 4.15% 6.38% 5.49% 6.08% 4.97% 5.15% 5.22% 5.21%
Benchmark 0.21% 2.39% 9.50% 14.01% 22.16% 14.87% 4.91% 6.20% 6.36% 7.25% 6.28% 6.58% 6.60% 7.43%
Category Average -0.44% 1.91% 7.82% 10.43% 19.47% 11.21% 3.06% 6.10% 5.22% 5.85% 4.75% 5.15% 5.03% 4.93%
Category Rank 826 / 1,711 1,059 / 1,709 401 / 1,686 831 / 1,675 880 / 1,664 886 / 1,614 561 / 1,477 615 / 1,341 634 / 1,267 610 / 1,186 539 / 1,061 477 / 937 420 / 847 373 / 737
Quartile Ranking 2 3 1 2 3 3 2 2 3 3 3 3 2 3

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 4.88% 2.87% 0.07% 2.12% 2.04% -2.09% 2.44% 0.85% 3.45% -0.02% 2.06% -0.21%
Benchmark 5.00% 2.05% 0.78% 3.10% 1.80% -1.57% 1.73% 1.79% 3.28% -0.07% 2.25% 0.21%

Best Monthly Return Since Inception

5.95% (April 2020)

Worst Monthly Return Since Inception

-8.91% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 9.04% 4.30% 5.08% 7.02% -3.49% 12.89% 7.40% 8.41% -9.35% 9.14%
Benchmark 12.44% 17.05% 2.39% 8.66% 2.68% 12.26% 11.12% 6.48% -11.62% 11.69%
Category Average 7.77% 2.99% 5.05% 7.69% -3.99% 13.52% 7.16% 9.69% -11.26% 9.53%
Quartile Ranking 2 3 2 3 3 2 3 3 2 3
Category Rank 296/ 642 462/ 765 393/ 865 478/ 949 660/ 1,090 564/ 1,202 668/ 1,284 777/ 1,367 502/ 1,504 986/ 1,622

Best Calendar Return (Last 10 years)

12.89% (2019)

Worst Calendar Return (Last 10 years)

-9.35% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Government Bonds 23.29
US Equity 22.55
International Equity 14.19
Canadian Corporate Bonds 11.26
Canadian Equity 9.32
Other 19.39

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 43.65
Mutual Fund 14.14
Financial Services 7.57
Technology 6.15
Cash and Cash Equivalent 5.61
Other 22.88

Geographic Allocation

Geographic Allocation
Name Percent
North America 80.81
Europe 7.43
Asia 5.83
Multi-National 3.81
Africa and Middle East 0.58
Other 1.54

Top Holdings

Top Holdings
Name Percent
SEI Canadian Fixed Income Fund Class O 30.76
SEI U.S. All Cap Equity Index Fund Class O 10.29
SEI U.S. High Yield Bond Fund Class O(H) 9.03
SEI U.S. Large Company Equity Fund Class O 8.85
SEI International Equity Fund Class O 8.63
SEI Canadian Equity Fund Class O 8.11
SEI Real Return Bond Fund Class O 7.93
SEI Global Managed Volatility Fund Class O 4.78
SEI Liquid Alternative Fund Class O(H) 3.82
SEI Emerging Markets Equity Fund Class O 3.70

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Average Duration: L. Average Credit Quality: M.
Period: 

Risk vs Return (3 Yr)

SEI Global Neutral Balanced Pool Class F

Median

Other - Global Neutral Balanced

3 Yr Annualized

Standard Deviation 8.99% 9.25% 7.49%
Beta 0.95% 1.03% 0.82%
Alpha 0.00% -0.01% -0.01%
Rsquared 0.90% 0.83% 0.74%
Sharpe 0.11% 0.38% 0.50%
Sortino 0.24% 0.43% 0.45%
Treynor 0.01% 0.03% 0.05%
Tax Efficiency 55.54% 70.37% 75.92%
Volatility Volatility rating is 4 on a scale of 1 to 10 Volatility rating is 3 on a scale of 1 to 10 Volatility rating is 3 on a scale of 1 to 10

Risk Rating

Rating 4 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 6.57% 8.99% 9.25% 7.49%
Beta 1.05% 0.95% 1.03% 0.82%
Alpha -0.03% 0.00% -0.01% -0.01%
Rsquared 0.91% 0.90% 0.83% 0.74%
Sharpe 2.10% 0.11% 0.38% 0.50%
Sortino 6.42% 0.24% 0.43% 0.45%
Treynor 0.13% 0.01% 0.03% 0.05%
Tax Efficiency 91.39% 55.54% 70.37% 75.92%

Fund Details

Start Date June 15, 2006
Instrument Type Mutual Fund (Wrap Program)
Share Class Fee Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $32

Fund Codes

FundServ Code Load Code Sales Status
PCA336

Investment Objectives

The fundamental investment objective of the Fund is to achieve long-term growth of capital and income through investment in a diversified portfolio of bonds and equity securities. The Fund seeks to accomplish this objective by investing its assets in Underlying Funds.

Investment Strategy

Under normal circumstances, the Fund will seek to generate capital appreciation and income while maintaining broad equity and fixed-income market participation. The fund will invest in Underlying Funds, each of which has its own investment goal. The current Underlying Funds and the current target percentage of Fund net assets invested in each of them are set out below. The Fund’s assets may be diversified across underlying bond and equity funds.

Portfolio Manager(s)

Name Start Date
James Smigiel 06-15-2006
SEI Investments Management Corp. 12-17-2020

Management and Organization

Fund Manager SEI Investments Canada Company
Advisor SEI Investments Canada Company
Custodian CIBC Mellon Trust Company
Registrar RBC Investor & Treasury Services
Distributor -
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 500
PAC Subsequent 50
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 0.90%
Management Fee 0.45%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 0.00%
Trailer Fee Max (LL) -

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