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Quadratic Deflation ETF BNDD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BNDD | Replication |
|---|---|---|
| Annualized growth | -4.5% | -4.9% |
| Annualized volatility | 11.5% | 10.8% |
| Sharpe ratio | -0.34 | -0.41 |
| Maximum drawdown | 30.4% | 33.0% |
| Replication fit (R²) | 0.58 · Tracking error 7.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model BNDD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 65.5% |
| AGG | FI · Aggregate | 34.5% |