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Issuer
WCM
Inception Date
Jun 28, 2013
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

WCMEX Performance Chart

WCM Focused Emerging Markets Fund Institutional Class (WCMEX) is up 29.7% since the beginning of the year. WCMEX is currently trading at $25 per share. Investors who bought $1,000 worth of WCMEX shares 5 years ago would now be looking at an investment worth $1,281.


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S&P 500 Index

Returns By Period

WCM Focused Emerging Markets Fund Institutional Class (WCMEX) has returned 29.65% so far this year and 48.41% over the past 12 months. Over the last ten years, WCMEX has returned 11.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


WCM Focused Emerging Markets Fund Institutional Class

1D
3.03%
1M
7.67%
YTD
29.65%
6M
31.35%
1Y
48.41%
3Y*
23.32%
5Y*
5.07%
10Y*
11.29%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCMEX Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 2013, WCMEX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +15.2%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, WCMEX closed higher 51% of trading days. The best single day was Mar 16, 2022 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -9.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.15%2.81%-8.16%12.93%7.42%4.66%29.65%
20253.12%-2.30%-1.41%2.25%8.28%8.14%1.77%3.42%4.88%2.58%-3.02%0.67%31.46%
2024-5.07%5.03%1.95%-0.07%1.54%2.32%-3.11%3.94%4.49%-0.34%0.88%-1.40%10.07%
20238.62%-6.36%1.53%-1.88%-3.07%3.87%1.45%-4.80%-2.92%-3.00%8.12%4.22%4.54%
2022-6.53%-6.36%-4.53%-9.23%-0.85%-5.98%0.45%0.45%-11.71%-2.30%15.23%-2.27%-30.70%
20211.21%0.05%-3.14%3.19%3.44%1.98%-5.01%4.68%-3.99%2.13%-6.25%0.77%-1.67%

Benchmark Metrics

WCM Focused Emerging Markets Fund Institutional Class has an annualized alpha of -0.97%, beta of 0.79, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since July 02, 2013.

  • This fund participated in 92.65% of S&P 500 Index downside but only 76.86% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.97%
Beta
0.79
0.56
Upside Capture
76.86%
Downside Capture
92.65%

Expense Ratio

WCMEX has a high expense ratio of 1.26%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

WCMEX ranks 75 for risk / return — better than 75% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


WCMEX Risk / Return Rank: 7575
Overall Rank
WCMEX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WCMEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
WCMEX Omega Ratio Rank: 7272
Omega Ratio Rank
WCMEX Calmar Ratio Rank: 9292
Calmar Ratio Rank
WCMEX Martin Ratio Rank: 7878
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 WCM Focused Emerging Markets Fund Institutional Class (WCMEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WCMEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

4.57

2.78

+1.78

Martin ratioReturn relative to average drawdown

13.63

12.44

+1.19

Dividends

Dividend History

WCM Focused Emerging Markets Fund Institutional Class provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.00$0.06$0.06$0.82$0.17$0.05$0.08$0.09$0.07$0.04

Dividend yield

0.00%0.00%0.00%0.46%0.47%4.37%0.87%0.37%0.76%0.76%0.76%0.42%

Monthly Dividends

The table displays the monthly dividend distributions for WCM Focused Emerging Markets Fund Institutional Class. 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$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82

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 WCM Focused Emerging Markets Fund Institutional Class. 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 WCM Focused Emerging Markets Fund Institutional Class was 46.05%, occurring on Oct 24, 2022. Recovery took 815 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-46.05%Oct 2022
1y 8mo3y 3mo
4y 11moFeb 2021 - Jan 2026
COVID crash2020
-31.52%Mar 2020
2mo 2d3mo 15d
5mo 17dJan 2020 - Jul 2020
2015 bear market2015
-25.94%Sep 2015
1y 2mo1y 7mo
2y 10moJul 2014 - May 2017
Rate-hike selloffLate 2018
-25.33%Oct 2018
9mo 3d12mo 4d
1y 9moJan 2018 - Oct 2019
2014 correction2014
-11.39%Feb 2014
3mo 14d4mo 29d
8mo 13dOct 2013 - Jul 2014

Drawdown Indicators


WCMEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.05%

-56.78%

+10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-9.10%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-18.90%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-44.77%

-25.43%

-19.34%

Max Drawdown (10Y)

Largest decline over 10 years

-46.05%

-33.92%

-12.13%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-14.66%

-10.71%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.03%

+1.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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