See what your fund actually adds
Absolute Capital Asset Allocator Fund Investor Class AAMCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AAMCX | Replication |
|---|---|---|
| Annualized growth | 5.0% | 9.8% |
| Annualized volatility | 11.3% | 10.3% |
| Sharpe ratio | 0.49 | 0.96 |
| Maximum drawdown | 22.5% | 16.5% |
| Replication fit (R²) | 0.93 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model AAMCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 34.9% |
| VOO | US Large Cap | 33.8% |
| MTUM | Factor · Momentum | 12.8% |
| USMV | Factor · Min Vol | 9.8% |
| EMLC | FI · EM Local Currency | 8.8% |