What is SEIM?

SEIM is an actively managed fund of large-cap US companies, exhibiting strong momentum. Selection is based on a quantitative model and an optimization process.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SEIM 0.15% -2.12% -- -- -- -- --
SEIM (NAV) 0.08% -1.98% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 1.18% -1.89% -17.19% -15.47% 9.67% 10.62% 13.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SEIM Factset Analytics Insight

SEIM actively manages a portfolio of equity and equity-related securities, issued by large-cap companies in the US that display a relatively strong recent performance or momentum. The fund provides an efficient way to focus on momentum investing, a trend-following investment strategy, wherein it acquires stocks or other securities having recent high returns and improvements in their price, earnings or other relevant fundamentals. The selection process involves 1) a quantitative model and rules-based screening process, which evaluates potential constituents based on several factors such as historical share price performance, earnings and profitability trends, unanticipated financial results, and changes to analyst outlooks, and 2) an optimization process to ensure high primary exposure to superior momentum stocks. SEIM launched as a part of SEI’s first equity ETF offering, the Factor ETF suite.

SEIM Summary Data

05/18/22
0.15%
$20.44M
No Underlying Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

-$0.00B 5 Days
-$0.00B 30 Days
+$0.00B 90 Days

SEIM Portfolio Data

$299.92B
17.30
5.46
--
N/A
76

SEIM Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

SEIM Portfolio Management

0.15%
--
--
--

SEIM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SEIM Fund Structure

Open-Ended Fund
No
--
-- / --
N/A
N/A
High
Daily

Factset Analytics Block Liquidity

As of 11/30/22

This measurement shows how easy it is to trade a $1 million USD block of SEIM. SEIM is rated a 5 out of 5.

SEIM Tradability

3,716
$91.71K
1,719
$40.86K
0.19%
$0.05
-0.01%
0.35% / -0.29%
None
100.00%
25,000
0.07
--
0.00%
0
$25.54
5

SEIM Sector/Industry Breakdown

SEIM Segment
Benchmark
19.63% --
12.15% --
11.64% --
9.99% --
8.76% --
5.74% --
5.66% --
5.02% --
4.62% --
4.53% --

SEIM Performance Statistics

0.89
0.99
1.04
1.10
0.53%
MSCI USA Large Cap Index

SEIM Countries

SEIM Segment
Benchmark
100.00% 99.89%
-- 0.11%

SEIM Regions

SEIM Segment
Benchmark
100.00% 100.00%

SEIM Economic Development

SEIM Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

SEIM Benchmark Comparison Holdings

76
297
33
21.00%

SEIM Benchmark Comparison Summary

SEIM Segment
Benchmark
76 297
$299.92B $526.40B
17.30 19.24
5.46 4.07
1.21% 1.62%
Medium Low

SEIM Benchmark Comparison Market Cap Size

SEIM Segment
Benchmark
78.57% 99.74%
19.18% 0.14%
0.00% 0.00%
0.00% 0.00%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.