See what your fund actually adds
Horizon Active Risk Assist® Fund Investor Class ARANX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ARANX | Replication |
|---|---|---|
| Annualized growth | 7.5% | 11.3% |
| Annualized volatility | 12.8% | 14.3% |
| Sharpe ratio | 0.63 | 0.82 |
| Maximum drawdown | 20.8% | 23.8% |
| Replication fit (R²) | 0.86 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model ARANX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 31.8% |
| VWO | Emerging Markets | 24.2% |
| DBEF | Intl · Dev Hedged | 19.2% |
| MTUM | Factor · Momentum | 17.8% |
| IWC | Micro Cap | 7.1% |