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ISIN
US81580H5063
CUSIP
81580H506
Inception Date
May 31, 1988
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

WTMVX Performance Chart

Segall Bryant & Hamill Global All Cap Fund (WTMVX) is up 12.4% since the beginning of the year. WTMVX is currently trading at $13 per share. Investors who bought $1,000 worth of WTMVX shares 5 years ago would now be looking at an investment worth $1,597.


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S&P 500 Index

Returns By Period

Segall Bryant & Hamill Global All Cap Fund (WTMVX) has returned 12.37% so far this year and 19.11% over the past 12 months. Over the last ten years, WTMVX has returned 9.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Segall Bryant & Hamill Global All Cap Fund

1D
0.30%
1M
4.66%
YTD
12.37%
6M
12.88%
1Y
19.11%
3Y*
16.34%
5Y*
9.82%
10Y*
9.90%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTMVX Monthly Returns History

Based on dividend-adjusted daily data since May 31, 1988, WTMVX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, WTMVX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 12, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.37%0.41%-6.43%11.81%4.18%0.30%12.37%
20253.96%-2.71%-4.44%1.55%5.11%4.10%-0.74%1.65%1.38%0.96%-0.79%-0.19%9.82%
20242.14%4.66%1.73%-4.20%4.57%1.25%3.26%3.75%0.16%-2.38%4.62%-3.81%16.27%
20236.50%-2.46%2.85%2.03%-0.42%5.15%2.10%-1.66%-4.18%-2.91%9.41%4.28%21.64%
2022-8.89%-1.79%1.32%-8.71%1.64%-7.77%9.59%-5.66%-8.03%8.00%6.61%-4.28%-18.70%
2021-1.50%2.72%3.52%5.34%1.46%1.15%3.70%2.93%-4.36%7.07%-2.78%4.50%25.74%

Benchmark Metrics

Segall Bryant & Hamill Global All Cap Fund has an annualized alpha of 0.37%, beta of 0.91, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 01, 1988.

  • This fund participated in 95.20% of S&P 500 Index downside but only 93.29% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.91 and R2 of 0.90, 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
0.37%
Beta
0.91
0.90
Upside Capture
93.29%
Downside Capture
95.20%

Expense Ratio

WTMVX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WTMVX ranks 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


WTMVX Risk / Return Rank: 2828
Overall Rank
WTMVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WTMVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
WTMVX Omega Ratio Rank: 2626
Omega Ratio Rank
WTMVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
WTMVX Martin Ratio Rank: 3434
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 Global All Cap Fund (WTMVX) and compare them to S&P 500 Index.


WTMVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.49

2.39

-0.90

Sortino ratio

Return per unit of downside risk

2.23

3.25

-1.03

Omega ratio

Gain probability vs. loss probability

1.27

1.43

-0.17

Calmar ratio

Return relative to maximum drawdown

1.86

3.11

-1.25

Martin ratio

Return relative to average drawdown

7.75

14.38

-6.64

Dividends

Dividend History

Segall Bryant & Hamill Global All Cap Fund provided a 5.10% dividend yield over the last twelve months, with an annual payout of $0.68 per share. The fund has been increasing its distributions for 3 consecutive years.


5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.68$0.68$0.64$0.36$0.19$0.68$1.92$0.93$0.64$0.56$0.47$1.05

Dividend yield

5.10%5.73%5.66%3.45%2.21%6.13%20.59%8.47%6.77%5.07%4.75%11.13%

Monthly Dividends

The table displays the monthly dividend distributions for Segall Bryant & Hamill Global 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$0.68$0.68
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2021$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.68

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 Global 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 Global All Cap Fund was 52.59%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.59%Mar 2009
1y 5mo3y 10mo
5y 3moOct 2007 - Jan 2013
Dot-com crash2000–2002
-40.25%Oct 2002
1y 4mo2y 2mo
3y 7moMay 2001 - Dec 2004
COVID crash2020
-35.43%Mar 2020
1mo 9d8mo 20d
9mo 29dFeb 2020 - Dec 2020
Bear market2022
-26.82%Sep 2022
10mo 21d1y 3mo
2y 2moNov 2021 - Jan 2024
1998 bear market1998
-24.22%Oct 1998
2mo 23d3mo
5mo 23dJul 1998 - Jan 1999

Drawdown Indicators


WTMVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.59%

-56.78%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-9.10%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.66%

-18.90%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-25.43%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.43%

-33.92%

-1.51%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.61%

-10.72%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.97%

+0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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