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Water Island Event-Driven Fund Class A AGEAX

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

Fund and replication metrics

AGEAX compared with its replication portfolio
MeasureAGEAXReplication
Annualized growth3.9%4.7%
Annualized volatility4.0%3.5%
Sharpe ratio0.981.33
Maximum drawdown6.0%7.6%
Replication fit (R²)0.36 · Tracking error 3.2%

Replication portfolio

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

AGEAX replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans67.0%
XLVSector · Healthcare10.2%
SCHPFI · TIPS8.3%
MUBFI · Municipal7.4%
EMLCFI · EM Local Currency7.0%