For institutional Investor use only. Not for public distribution. The information contained herein is confidential and
proprietary to SEI and is not to be reproduced or made available in any form to any persons without the express prior written
consent of SEI.
-
10.9
%
-2.7%
7.3%
18.3
%
36.2
%
-20%
-10%
0%
10%
20%
30%
40%
Current
RETURN
(%)
Asset Class Current
US Large Cap Equity 16
US Small Cap Equity 3
International Developed Equity 15
Emerging Markets Equity 4
US High Yield 3
Emerging Markets Debt 3
Total Return Enhancement 44
Core Fixed Income 10
Total Risk Management 10
Directional Hedge Funds 7
Private Assets 22
Opportunistic Strategies 12
Private Real Assets 55
Total Alternatives/Other 46
Portfolio Metrics % (Net of fees)
Expected Return 7.3%
Standard Deviation 15.8%
Value at Risk (5
th
percentile) -10.9%
P O T E N T I A L
O U T C O M E S
Good Scenarios
(95
th
Percentile)
75
th
Percentile
Median
(50
th
Percentile)
25
th
Percentile
Poor Scenarios
(5
th
Percentile)
Expected Return Distribution
(Short Term)
3
Expected returns presented net of fees.
Source: SEI Capital Market Assumptions updated March 2019. Please
see important disclosures at the beginning of this section and at the
back of the presentation.
Current Portfolio
Public University
