See what your fund actually adds
PMV Adaptive Risk Parity ETF ARP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ARP | Replication |
|---|---|---|
| Annualized growth | 12.9% | 15.6% |
| Annualized volatility | 9.3% | 7.7% |
| Sharpe ratio | 1.35 | 1.92 |
| Maximum drawdown | 9.8% | 5.0% |
| Replication fit (R²) | 0.70 · Tracking error 5.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model ARP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 34.8% |
| IAU | Alternatives · Gold | 26.1% |
| MTUM | Factor · Momentum | 14.6% |
| BCI | Alternatives · Commodities | 13.3% |
| SPTL | FI · Long Gov | 11.1% |