SEI Asset Allocation Trust Moderate Strategy Fund Class I · NASDAQ:SMSIX
SEI Asset Allocation Trust Moderate Strategy Fund Class I — SEI Investments — Investor Presentation (March 2024)
23 slides from SEI Asset Allocation Trust Moderate Strategy Fund Class I's investor presentation, March 2024
Slide 1: SEI Liquid Alternative Fund Q1 2024
SEI INVESTMENTS SEI LIQUID ALTERNATIVE FUND Q1 2024 This is a Marketing Communication Please refer to the prospectus of the UCITS, the KIID and PRIIPS KID before making a final investment decision. Refinitiv Lipper Fund Awards, ©2023 Refinitiv. All rights reserved. Used under license.
Slide 2: Our Mission
Our Mission We seek to extract diversified sources of alpha from hedge funds and deliver them in a low-cost daily liquid UCITS vehicle. WHAT WHY HOW Absolute returns over Because a key driver of Endeavors to replicate a full market cycle hedge fund returns/alpha is 90% of the pre-fee returns (Cash+5
Slide 3: Our Story
Our Story Ranked by Lipper as Top Our goal : create a “one stop” Hedge We first introduced the Alternative Multi-Strategy Fund Fund solution that could deliver Fund to external over “absolute returns” with daily liquidity. investors. 3 and 5 years. 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 T
Slide 4: Why We Selected DBi
Why We Selected DBi ALPHA GENERATION (Representative) • Hedge funds strategies in UCITS structures often suffer from “performance drag”; hedge Hedge Funds fund alpha can be lost through UCITS fund “constraints.” DBi Replication • DBi’s replication strategy seeks to replicate Fees/ Fees/ 90% or more
Slide 5: Our Performance
Our Performance Since inception, our original USD share class has outperformed the Eurekahedge Institutional Multi-Strategy Index with lower drawdowns and ranks among the top performing multi-strategy UCITS hedge fund products. 70% ICE BofA US 3- 11/16/15 to SEI Liquid Eurekahedge Month 31/03/24 Alt
Slide 6: Our Performance
Our Performance Quarterly returns (USD Institutional Dist*). Fund inception : 13 November 2015. Eurekahedge Inst. Year Q1 Q2 Q3 Q4 Full Year* ICE BofA Multi-Strategy 2015 - - - - -0.2% -0.2% 0.0% 2016 0.3% 2.7% 3.5% 1.9% 8.6% 4.0% 0.3% 2017 2.4% -1.1% 1.0% 2.1% 4.5% 6.5% 0.9% 2018 1.5% 0.0% 1.9% -3.
Slide 7: Portfolio Construction
Portfolio Construction 60% STRATEGIC ALPHA 40% TACTICAL ALPHA Seeks to replicate leading Seeks to replicate leading Equity Long/Short, Relative Value Managed Futures funds. and Event-Driven hedge funds. • Factors shifts (value vs growth, • Trends in currencies, Performance US vs Intl, small v large)
Slide 8: Our "Building Block" Approach to Alpha Generation
Our “Building Block” Approach to Alpha Generation … • In addition to cash returns, the Fund has three main return drivers: beta, strategic alpha and tactical alpha. Contribution by driver will vary depending on market conditions. • Collectively, we believe the three drivers can deliver returns of ca
Slide 9: Has the Potential for "Absolute Returns" Over a Market Cycle
… Has the Potential for “Absolute Returns” Over a Market Cycle Performance by Calendar Year 14.0% 12.0% 10.0% 8.0% Performance % 6.0% 4.0% 2.0% 0.0% -2.0% Hypothetical Hypothetical Live -4.0% 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015* 2016 2017 2018 2019 2020 2021 2022 2023 2024 SEI Liq
Slide 10: Why We Favour a "Simple and Liquid" Portfolio
Why We Favour a “Simple and Liquid” Portfolio • In a daily liquid UCITS fund, we believe liquidity management is paramount to avoid asset-liability issues like gating, or suspension of redemptions. • Vanilla futures contracts are typically highly liquid, even during periods of acute market stress, a
Slide 11: Who Buys the Fund?
Who Buys the Fund? USE CASE Institutional Investors Crisis alpha Wealth Managers Diversified Hedge Fund Solution Discretionary Portfolio Managers Complement to Stocks and Bonds Single/Multi-Family Offices Core, Liquid HF Allocation Financial Advisors “Macro” Exposure/Trade Ideas INVESTOR TYPE Source
Slide 12: Share Classes
Share Classes HEDGED GBP USD USD HEDGED EURO HEDGED CHF USD WEALTH P USD WEALTH P WEALTH A INSTITUTIONAL+H INSTITUTIONAL+H WEALTH P WEALTH P DISTRIBUTING ACCUMULATING DISTRIBUTING DISTRIBUTING ACCUMULATING ACCUMULATING ACCUMULATING Bloomberg Ticker SLAHWAD SLAUWPD SLAUSWP SLAUIHD SLAUINH SLAHEWP SLA
Slide 13: Platform Availability
Platform Availability (along with many more…) Data as of 31st March 2024. Source: SEI. ©2024 SEI 13 For Professional Client Use Only – Not for Distribution to Retail Clients
Slide 14: Who we are. Helping clients more intelligently deploy their capital
Who we are. Helping clients more intelligently deploy their capital to grow their business. $1.4 trillion in $6.6 trillion in assets Approximately 5,000 Clients include 10 of the AUM & AUA* processed on our wealth employees across the top 20 U.S. banks and 48 of management platforms* globe* the top
Slide 15: How we do it. Operate on a global scale.
How we do it. Operate on a global scale. Offices in: U.S. Canada U.K. Ireland India Luxembourg South Africa ©2024 SEI 15 Global disclosure goes here.
Slide 16: Who is DBi?
Who is DBi? REPLICATION STRATEGIES • Dynamic Beta investments (“DBi”) was co-founded and is led by Andrew Beer and Mathias Mamou-Mani. It is a Diversified Equity Hedge Managed Futures (2007) (2012) (2015) global leader in the efficient replication of pre-fee hedge fund returns. • In 2018, iM Global
Slide 17: Notes on Hypothetical Performance
Notes on Hypothetical Performance To show longer term performance for the SEI Liquid Alternative Fund, we have simulated the performance of this Fund using the same equity index, currency and bond futures, and ETFs used in the Fund, and applying the models employed by the Fund. For more information
Slide 18: Disclaimer
Disclaimer This is a marketing communication. Please refer to the prospectus of the UCITS, KIID and PRIIP KIDs before making a final investment decision. Currency fluctuations may cause returns to increase or decrease. Important Information The Fund is actively managed. This communication is provide
Slide 19: Disclaimer
Disclaimer Notice to investors in Iceland As at the date of this document, the Fund has not been approved, notified or registered in accordance with the Alternative Investment Fund Managers Directive (Directive (2011/61/EU) (the “AIFMD”) for marketing to professional investors in any member state of
Slide 20: Disclaimer
Disclaimer Notice to investors in Singapore Offers made under the Institutional Investor Exemption This document has not been registered as a prospectus with the Monetary Authority of Singapore. Accordingly, this document and any other document or material in connection with the offer or sale, or in
Slide 21: Disclaimer
Disclaimer Investors are encouraged to seek competent investment counselling from a locally licensed investment counsel prior to making the investment. SEI Investment Global, Ltd of Styne House, Upper Hatch Street, Dublin 2, Ireland does not hold a licence under the Investment Advice Law, nor does i
Slide 22: Disclaimer
Disclaimer This private offer commences on 03/2023 and it avails itself of the General Regulation No. 336 of the Superintendence of Securities and Insurances (currently the Financial Markets Commission). This offer relates to securities not registered with the Securities Registry or the Registry of
Slide 23: Disclaimer
Disclaimer Notice to investors in Saudi Arabia This document may not be distributed in the Kingdom except to such persons as are permitted under the Investment Funds Regulations issued by the Capital Market Authority. The Capital Market Authority does not make any representation as to the accuracy o