See what your fund actually adds
AB California Intermediate Municipal ETF CAM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CAM | Replication |
|---|---|---|
| Annualized growth | 1.0% | 1.2% |
| Annualized volatility | 3.4% | 3.4% |
| Sharpe ratio | 0.32 | 0.37 |
| Maximum drawdown | 7.9% | 8.7% |
| Replication fit (R²) | 0.96 · Tracking error 0.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model CAM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 62.5% |
| VGSH | FI · Short Gov | 21.9% |
| BKLN | FI · Senior Bank Loans | 11.7% |
| STIP | FI · Short TIPS | 3.9% |