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ISIN
US81580H6541
CUSIP
81580H654
Inception Date
Jul 31, 2013
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SBHAX Performance Chart

Segall Bryant & Hamill All Cap Fund (SBHAX) is up 11.5% since the beginning of the year. SBHAX is currently trading at $18 per share. Investors who bought $1,000 worth of SBHAX shares 5 years ago would now be looking at an investment worth $1,518.


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S&P 500 Index

Returns By Period

Segall Bryant & Hamill All Cap Fund (SBHAX) has returned 11.48% so far this year and 21.68% over the past 12 months. Over the last ten years, SBHAX has returned 12.36% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Segall Bryant & Hamill All Cap Fund

1D
1.22%
1M
4.41%
YTD
11.48%
6M
11.08%
1Y
21.68%
3Y*
15.60%
5Y*
8.70%
10Y*
12.36%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBHAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, SBHAX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +14.7%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SBHAX closed higher 53% of trading days. The best single day was Dec 6, 2024 with a return of +17.5%, while the worst single day was Dec 9, 2024 at -15.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.95%0.72%-6.01%11.20%2.33%1.50%11.48%
20253.89%-4.04%-4.67%-0.38%4.06%4.00%0.85%1.39%1.81%1.78%0.42%-0.60%8.36%
20241.61%4.95%2.50%-4.14%3.93%1.66%2.95%2.03%0.78%-1.67%5.98%-4.29%16.89%
20235.70%-3.79%0.43%1.88%-1.63%5.57%2.18%-0.89%-4.71%-2.63%8.16%4.26%14.50%
2022-8.61%-1.61%0.91%-8.76%2.02%-7.53%9.77%-5.00%-8.76%7.79%5.14%-4.14%-19.27%
2021-1.32%4.45%2.98%6.14%-0.17%2.56%3.73%3.55%-4.12%6.72%-2.01%4.18%29.43%

Benchmark Metrics

Segall Bryant & Hamill All Cap Fund has an annualized alpha of -0.38%, beta of 0.97, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.

  • This fund participated in 98.07% of S&P 500 Index downside but only 93.95% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.97 and R2 of 0.83, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.38%
Beta
0.97
0.83
Upside Capture
93.95%
Downside Capture
98.07%

Expense Ratio

SBHAX has an expense ratio of 0.87%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SBHAX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SBHAX Risk / Return Rank: 4242
Overall Rank
SBHAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SBHAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SBHAX Omega Ratio Rank: 3737
Omega Ratio Rank
SBHAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SBHAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) and compare them to S&P 500 Index.


SBHAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.24

-0.40

Sortino ratio

Return per unit of downside risk

2.63

3.07

-0.44

Omega ratio

Gain probability vs. loss probability

1.33

1.41

-0.08

Calmar ratio

Return relative to maximum drawdown

2.39

2.93

-0.54

Martin ratio

Return relative to average drawdown

10.79

13.52

-2.73

Dividends

Dividend History

Segall Bryant & Hamill All Cap Fund provided a 26.42% dividend yield over the last twelve months, with an annual payout of $4.82 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.82$4.82$3.90$0.95$1.59$2.79$0.29$0.05$0.54$0.08$0.00$0.43

Dividend yield

26.42%29.46%19.96%4.76%8.72%11.37%1.36%0.32%4.11%0.56%0.03%3.74%

Monthly Dividends

The table displays the monthly dividend distributions for Segall Bryant & Hamill All Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.82$4.82
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.90$3.90
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.95
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.59$1.59
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.79$2.79

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Segall Bryant & Hamill All Cap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Segall Bryant & Hamill All Cap Fund was 32.81%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Segall Bryant & Hamill All Cap Fund drawdown is 1.94%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-32.81%Mar 2020
1mo 2d3mo 24d
4mo 26dFeb 2020 - Jul 2020
2025 selloff2025
-31.00%Apr 2025
4mo
1y 5moDec 2024 - now
Bear market2022
-25.91%Sep 2022
10mo 17d1y 5mo
2y 4moNov 2021 - Mar 2024
Rate-hike selloffLate 2018
-20.01%Dec 2018
3mo 4d4mo
7mo 4dSep 2018 - Apr 2019
2016 correction2016
-15.37%Feb 2016
7mo 22d5mo 2d
1y 19dJun 2015 - Jul 2016

Drawdown Indicators


SBHAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.81%

-56.78%

+23.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-9.10%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-31.00%

-18.90%

-12.10%

Max Drawdown (5Y)

Largest decline over 5 years

-31.00%

-25.43%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-32.81%

-33.92%

+1.11%

Current Drawdown

Current decline from peak

-1.94%

-0.74%

-1.20%

Average Drawdown

Average peak-to-trough decline

-6.33%

-10.72%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.97%

+0.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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