See what your fund actually adds
Aristotle Multi-Sector Income ETF ARMS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ARMS | Replication |
|---|---|---|
| Annualized growth | -7.1% | 4.2% |
| Annualized volatility | 3.0% | 2.6% |
| Sharpe ratio | -2.44 | 1.62 |
| Maximum drawdown | 2.2% | 0.9% |
| Replication fit (R²) | 0.95 · Tracking error 0.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model ARMS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 30.3% |
| WTMF | Alternatives · Mgt Futures | 26.9% |
| VCLT | FI · Long Corp | 20.7% |
| VGSH | FI · Short Gov | 16.6% |
| AGG | FI · Aggregate | 5.5% |