See what your fund actually adds
Acuitas US Microcap Fund Institutional Shares AFMCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AFMCX | Replication |
|---|---|---|
| Annualized growth | -28.2% | -13.5% |
| Annualized volatility | 8.0% | 8.0% |
| Sharpe ratio | -4.12 | -1.77 |
| Maximum drawdown | 2.6% | 1.9% |
| Replication fit (R²) | 1.00 · Tracking error 0.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model AFMCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 50.5% |
| MTUM | Factor · Momentum | 23.9% |
| IWC | Micro Cap | 20.9% |
| XLK | Sector · Technology | 4.7% |