See what your fund actually adds
Columbia AAA CLO ETF AAAC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AAAC | Replication |
|---|---|---|
| Annualized growth | 4.9% | 4.0% |
| Annualized volatility | 0.5% | 0.1% |
| Sharpe ratio | 9.16 | 43.49 |
| Maximum drawdown | 0.3% | 0.0% |
| Replication fit (R²) | 0.05 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model AAAC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 100.0% |