Performance analysis of SEIM (SEI ENHANCED U.S. LARGE CAP MOMENTUM FACTOR ETF)
Annual Return
Over the past 3 years, SEIM has had an average annual return of +26.02%, outperforming the benchmark SPY, which returned +19.31% annual.
Since May 18, 2022, SEIM has had an average annual return of +20.42%, outperforming the benchmark SPY, which returned +18.15% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +14.50% | +20.22% | +39.12% | +16.25% | -2.40% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.77% | +1.69% | -5.52% | +11.87% | +6.47% | +3.70% | -6.11% | +14.50% | |||||
| 2025 | +3.88% | -2.69% | -7.61% | +0.90% | +9.50% | +6.01% | +2.12% | +0.79% | +4.80% | +1.76% | -0.84% | +0.97% | +20.22% |
| 2024 | +3.83% | +7.85% | +2.89% | -5.82% | +5.45% | +4.11% | -0.59% | +5.40% | +3.94% | +0.14% | +11.87% | -4.28% | +39.12% |
| 2023 | +3.08% | -0.53% | +2.65% | -0.17% | -1.38% | +6.23% | +0.78% | -1.60% | -4.18% | -1.88% | +8.22% | +4.66% | +16.25% |
| 2022 | +5.62% | -11.05% | +10.41% | -1.49% | -8.49% | +8.97% | +3% | -7.00% | -2.40% |
Drawdown analysis of SEIM (SEI ENHANCED U.S. LARGE CAP MOMENTUM FACTOR ETF)
The maximum drawdown for the SEIM was -22.16%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.
The current SEIM drawdown is -6.11%.
Since May 18, 2022 SEIM has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.16% | Jan 23, 2025 | 52 | Apr 8, 2025 | 52 | Jun 24, 2025 | 104 |
| -14.14% | Aug 18, 2022 | 30 | Sep 30, 2022 | 197 | Jul 17, 2023 | 227 |
| -13.98% | Jun 7, 2022 | 8 | Jun 17, 2022 | 38 | Aug 12, 2022 | 46 |
| -10.22% | Jul 18, 2023 | 72 | Oct 27, 2023 | 30 | Dec 11, 2023 | 102 |
| -10.06% | Feb 25, 2026 | 23 | Mar 30, 2026 | 9 | Apr 13, 2026 | 32 |
| -9.33% | Jul 16, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -8.14% | Mar 21, 2024 | 20 | Apr 19, 2024 | 32 | Jun 5, 2024 | 52 |
| -7.75% | Oct 29, 2025 | 16 | Nov 20, 2025 | 22 | Dec 23, 2025 | 38 |
| -6.20% | Dec 4, 2024 | 10 | Dec 18, 2024 | 22 | Jan 23, 2025 | 32 |
| -6.11% | Jun 30, 2026 | 13 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -5.34% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -5.14% | Aug 23, 2024 | 9 | Sep 6, 2024 | 5 | Sep 13, 2024 | 14 |
| -4.58% | Jan 27, 2026 | 7 | Feb 5, 2026 | 2 | Feb 9, 2026 | 9 |
| -3.55% | Oct 21, 2024 | 9 | Nov 1, 2024 | 3 | Nov 6, 2024 | 12 |
| -3.06% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |
| -2.93% | Oct 8, 2025 | 2 | Oct 10, 2025 | 9 | Oct 23, 2025 | 11 |
| -2.49% | Feb 9, 2026 | 3 | Feb 12, 2026 | 5 | Feb 20, 2026 | 8 |
| -2.47% | Jun 22, 2026 | 4 | Jun 26, 2026 | 2 | Jun 30, 2026 | 6 |
| -2.39% | Dec 19, 2023 | 10 | Jan 4, 2024 | 4 | Jan 10, 2024 | 14 |
| -2.26% | Feb 15, 2024 | 3 | Feb 21, 2024 | 1 | Feb 22, 2024 | 4 |
| -2.17% | Nov 8, 2024 | 5 | Nov 15, 2024 | 4 | Nov 21, 2024 | 9 |
| -2.16% | Aug 12, 2025 | 7 | Aug 21, 2025 | 11 | Sep 8, 2025 | 18 |
| -2.04% | Jan 15, 2026 | 2 | Jan 20, 2026 | 5 | Jan 27, 2026 | 7 |
| -1.97% | Mar 7, 2024 | 2 | Mar 11, 2024 | 7 | Mar 20, 2024 | 9 |
| -1.97% | Jun 18, 2024 | 7 | Jun 28, 2024 | 7 | Jul 10, 2024 | 14 |