See what your fund actually adds
Bridgeway Ultra Small Company Fund BRUSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BRUSX | Replication |
|---|---|---|
| Annualized growth | 6.2% | 7.8% |
| Annualized volatility | 22.3% | 20.8% |
| Sharpe ratio | 0.38 | 0.47 |
| Maximum drawdown | 27.4% | 31.8% |
| Replication fit (R²) | 0.87 · Tracking error 7.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model BRUSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IWC | Micro Cap | 81.4% |
| XLE | Sector · Energy | 8.7% |
| DGS | EM Small Cap | 3.9% |
| IJR | US Small Cap | 3.1% |
| XLV | Sector · Healthcare | 2.8% |