See what your fund actually adds
Beck Mack + Oliver Partners Fund BMPEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BMPEX | Replication |
|---|---|---|
| Annualized growth | 6.4% | 7.3% |
| Annualized volatility | 19.1% | 17.8% |
| Sharpe ratio | 0.42 | 0.49 |
| Maximum drawdown | 29.1% | 28.3% |
| Replication fit (R²) | 0.90 · Tracking error 6.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model BMPEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLF | Sector · Financials | 44.7% |
| IJR | US Small Cap | 21.8% |
| VBK | Small-Cap · Growth | 19.1% |
| VOX | Sector · Communication | 11.5% |
| RSP | Factor · Equal Weight | 2.9% |