See what your fund actually adds
SEI Ang Research Enhanced U.S. Large Cap ETF ANGU
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ANGU | Replication |
|---|---|---|
| Annualized growth | 6.5% | 1.6% |
| Annualized volatility | 5.7% | 6.1% |
| Sharpe ratio | 1.13 | 0.29 |
| Maximum drawdown | 1.5% | 2.1% |
| Replication fit (R²) | 0.98 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model ANGU’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTI | US Broad Market | 100.0% |