See what your fund actually adds
PGIM AAA CLO Aggregate Duration ETF AAAD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AAAD | Replication |
|---|---|---|
| Annualized growth | -5.3% | -5.7% |
| Annualized volatility | 3.2% | 3.2% |
| Sharpe ratio | -1.69 | -1.83 |
| Maximum drawdown | 3.3% | 3.4% |
| Replication fit (R²) | 0.99 · Tracking error 0.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model AAAD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 29.7% |
| SPTL | FI · Long Gov | 24.3% |
| VCSH | FI · Short Corp | 18.9% |
| VGIT | FI · Intermediate Gov | 15.6% |
| AGG | FI · Aggregate | 11.5% |