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Advisors Capital Small/Mid Cap Fund ACSMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ACSMX | Replication |
|---|---|---|
| Annualized growth | 0.1% | 5.4% |
| Annualized volatility | 19.9% | 19.2% |
| Sharpe ratio | 0.11 | 0.37 |
| Maximum drawdown | 34.2% | 30.5% |
| Replication fit (R²) | 0.88 · Tracking error 7.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model ACSMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 49.0% |
| IJR | US Small Cap | 27.1% |
| VOT | Mid-Cap · Growth | 12.3% |
| XLV | Sector · Healthcare | 11.5% |