See what your fund actually adds

Horizon Active Asset Allocation Fund Investor Class AAANX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

AAANX compared with its replication portfolio
MeasureAAANXReplication
Annualized growth8.7%13.0%
Annualized volatility15.6%16.1%
Sharpe ratio0.610.84
Maximum drawdown24.5%24.5%
Replication fit (R²)0.96 · Tracking error 3.0%

Replication portfolio

The published portfolio below is the investable basket used to model AAANX’s historical return behavior.

AAANX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap54.4%
MTUMFactor · Momentum14.2%
VEAIntl · Developed14.0%
LRGFFactor · Multi-Factor13.3%
VTIUS Broad Market4.0%