See what your fund actually adds
BlackRock Allocation Target Shares Mortgage Total Return Series BRAMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BRAMX | Replication |
|---|---|---|
| Annualized growth | 0.1% | -0.3% |
| Annualized volatility | 6.3% | 6.3% |
| Sharpe ratio | 0.04 | -0.01 |
| Maximum drawdown | 16.5% | 16.5% |
| Replication fit (R²) | 0.99 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model BRAMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 83.7% |
| AGG | FI · Aggregate | 9.7% |
| VGIT | FI · Intermediate Gov | 6.6% |