See what your fund actually adds
Invenomic Fund Investor Class shares BIVRX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BIVRX | Replication |
|---|---|---|
| Annualized growth | 12.3% | 6.4% |
| Annualized volatility | 17.7% | 5.5% |
| Sharpe ratio | 0.75 | 1.16 |
| Maximum drawdown | 25.0% | 6.2% |
| Replication fit (R²) | 0.08 · Tracking error 16.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model BIVRX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| STIP | FI · Short TIPS | 83.0% |
| XLE | Sector · Energy | 17.0% |