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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
(04-22-2024) 		$7.45
Change
$0.02 (0.32%)

As at March 31, 2024

As at March 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): 5.05%

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 2.04% 4.27% 11.78% 4.27% 9.98% 4.13% 3.35% 7.69% 4.91% 4.61% 4.56% 5.09% 4.18% 4.87%
Benchmark 1.80% 5.77% 13.57% 5.77% 12.38% 6.05% 3.87% 6.63% 5.64% 5.56% 5.88% 6.44% 5.97% 7.01%
Category Average 1.96% 12.03% 12.03% 4.49% 10.15% 3.31% 3.22% 7.67% 4.79% 4.62% 4.52% 5.09% 4.15% 4.67%
Category Rank 755 / 1,733 1,060 / 1,733 998 / 1,709 1,060 / 1,733 888 / 1,682 682 / 1,615 740 / 1,432 617 / 1,356 622 / 1,299 589 / 1,164 473 / 1,004 446 / 933 418 / 822 345 / 689
Quartile Ranking 2 3 3 3 3 2 3 2 2 3 2 2 3 3

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 1.23% -2.13% 1.86% 0.85% -0.30% -3.04% -0.64% 4.88% 2.87% 0.07% 2.12% 2.04%
Benchmark 1.29% -1.31% 0.46% 1.75% 0.57% -3.70% 0.21% 5.00% 2.05% 0.78% 3.10% 1.80%

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 2 3 2 2 3 2 3
Category Rank 305/ 680 486/ 804 407/ 913 495/ 999 680/ 1,143 582/ 1,255 671/ 1,342 800/ 1,423 526/ 1,562 985/ 1,681

Best Calendar Return (Last 10 years)

12.89% (2019)

Worst Calendar Return (Last 10 years)

-9.35% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 22.78
Canadian Government Bonds 22.30
International Equity 15.61
Canadian Corporate Bonds 14.59
Canadian Equity 9.96
Other 14.76

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 44.35
Financial Services 9.44
Technology 8.99
Cash and Cash Equivalent 7.39
Consumer Goods 4.54
Other 25.29

Geographic Allocation

Geographic Allocation
Name Percent
North America 83.68
Europe 8.46
Asia 6.04
Latin America 0.78
Africa and Middle East 0.51
Other 0.53

Top Holdings

Top Holdings
Name Percent
SEI Canadian Fixed Income Fund Class O 29.73
SEI U.S. Large Company Equity Fund Class O 17.99
SEI Canadian Equity Fund Class O 9.98
SEI International Equity Fund Class O 8.92
SEI Real Return Bond Fund Class O 7.93
SEI U.S. High Yield Bond Fund Class O(H) 7.89
SEI Global Managed Volatility Fund Class O 4.95
SEI U.S. Small Company Equity Fund Class O 3.99
SEI Short Term Bond Fund Class O 3.87
SEI Emerging Markets Equity Fund Class O 3.86

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Average Duration: M. 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 8.71% 9.10% 7.36%
Beta 0.90% 1.02% 0.81%
Alpha 0.00% -0.01% -0.01%
Rsquared 0.88% 0.82% 0.73%
Sharpe 0.12% 0.36% 0.50%
Sortino 0.11% 0.34% 0.39%
Treynor 0.01% 0.03% 0.04%
Tax Efficiency 45.50% 66.68% 73.89%
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 7.58% 8.71% 9.10% 7.36%
Beta 0.94% 0.90% 1.02% 0.81%
Alpha -0.01% 0.00% -0.01% -0.01%
Rsquared 0.87% 0.88% 0.82% 0.73%
Sharpe 0.67% 0.12% 0.36% 0.50%
Sortino 1.62% 0.11% 0.34% 0.39%
Treynor 0.05% 0.01% 0.03% 0.04%
Tax Efficiency 83.32% 45.50% 66.68% 73.89%

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) $35

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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