See what your fund actually adds
Segall Bryant & Hamill Emerging Markets Fund Retail Class SBHEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SBHEX | Replication |
|---|---|---|
| Annualized growth | 13.6% | 7.4% |
| Annualized volatility | 15.7% | 14.2% |
| Sharpe ratio | 0.89 | 0.57 |
| Maximum drawdown | 28.1% | 27.3% |
| Replication fit (R²) | 0.88 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model SBHEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 69.9% |
| DGS | EM Small Cap | 15.0% |
| MTUM | Factor · Momentum | 8.3% |
| VEA | Intl · Developed | 6.7% |