WAMBX Performance — WSTCM Credit Select Risk - Managed Fund, Institutional Shares
Data updated: 2024-12-04
WAMBX returned +5.52% over one year to May 2024. The annualised 3-year return is +1.39%. Against its Core Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $104, against $99 for the category, and to $106 over one year, against $107. Volatility over the past three years was 3.62% a year. In the 12 months to Aug 2024 the fund lost a net $6.8M, and assets reached $136.11M.
WAMBX Growth of $100
What $100 invested in WSTCM Credit Select Risk - Managed Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Core Bond category average over the same months.
| Period | WAMBX | Category average |
|---|---|---|
| 1 year (Jun 2023 – May 2024) | $106 | $107 |
| 3 years (Jun 2021 – May 2024) | $104 | $99 |
| Since data start (Mar 2020 – May 2024) | $115 | $109 |
WAMBX Trailing Returns
Total returns to May 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +5.52% |
| 3 years (annualised) | +1.39% |
WAMBX Annual Returns
Calendar-year total returns of WSTCM Credit Select Risk - Managed Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–May) | +0.45% |
| 2023 | +5.45% |
| 2022 | −2.72% |
| 2021 | +1.92% |
| 2020 (Mar–Dec) | +9.41% |
WAMBX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.3% | +0.1% | +0.8% | −1.2% | +0.4% | — | — | — | — | — | — | — |
| 2023 | +1.9% | −1.4% | +0.8% | +0.3% | −1.2% | +0.8% | +0.7% | −0.5% | −0.9% | 0.0% | +2.3% | +2.6% |
| 2022 | −1.1% | −0.3% | −0.3% | −0.6% | 0.0% | −1.0% | +2.0% | −1.5% | −0.6% | 0.0% | +1.2% | −0.6% |
| 2021 | −0.1% | +0.3% | −0.1% | +0.8% | −0.2% | +1.3% | 0.0% | +0.1% | −0.2% | −0.4% | −0.7% | +1.1% |
| 2020 | — | — | 0.0% | 0.0% | 0.0% | +0.7% | +4.2% | +0.5% | −1.1% | +0.3% | +2.8% | +1.9% |
WAMBX Risk
Risk measures from monthly returns over Jun 2021 – May 2024.
- 3-year volatility (annualised): 3.62%
- 3-year Sharpe ratio: -0.86 (vs 4.5% risk-free rate)
- Best month: +2.59% (Dec 2023)
- Worst month: −1.51% (Aug 2022)
WAMBX Fund Flows
Monthly money in and out of WSTCM Credit Select Risk - Managed Fund, from SEC Form N-PORT.
- 12-month net flow: −$6.8M
- 12-month gross sales (incl. reinvestments): $41.7M
- Sales ÷ redemptions: 0.86×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2024 | $643K | $2.2M | −$1.5M |
| Jul 2024 | $1.6M | $1.4M | $182K |
| Jun 2024 | $7.3M | $19.0M | −$11.7M |
| May 2024 | $1.4M | $2.9M | −$1.5M |
| Apr 2024 | $2.8M | $3.5M | −$639K |
| Mar 2024 | $2.7M | $654K | $2.0M |
| Feb 2024 | $6.9M | $3.7M | $3.2M |
| Jan 2024 | $4.5M | $1.7M | $2.7M |
| Dec 2023 | $5.0M | $4.8M | $155K |
| Nov 2023 | $2.2M | $3.2M | −$969K |
| Oct 2023 | $4.3M | $2.9M | $1.4M |
| Sep 2023 | $2.4M | $2.6M | −$214K |
WAMBX Assets Under Management
Net assets of WSTCM Credit Select Risk - Managed Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-08-31 | $136.11M |
| 2024-05-31 | $146.59M |
| 2024-02-29 | $147.97M |
| 2023-11-30 | $139.86M |
| 2023-08-31 | $139.50M |
| 2023-05-31 | $138.50M |
| 2023-02-28 | $138.71M |
| 2022-11-30 | $138.49M |
| 2022-08-31 | $133.37M |
| 2022-05-31 | $100.92M |
| 2022-02-28 | $88.43M |
| 2021-11-30 | $82.52M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.