See what your fund actually adds
Segall Bryant & Hamill Small Cap Value Fund Retail Class SBRVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SBRVX | Replication |
|---|---|---|
| Annualized growth | 6.3% | 6.3% |
| Annualized volatility | 19.4% | 19.0% |
| Sharpe ratio | 0.41 | 0.42 |
| Maximum drawdown | 26.7% | 25.9% |
| Replication fit (R²) | 0.92 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model SBRVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 81.8% |
| XLI | Sector · Industrials | 5.2% |
| VWO | Emerging Markets | 5.0% |
| XLB | Sector · Materials | 4.7% |
| IWC | Micro Cap | 3.3% |