See what your fund actually adds
Multi-Manager Directional Alternative Strategies Fund Institutional Class CDAZX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CDAZX | Replication |
|---|---|---|
| Annualized growth | 11.2% | 6.7% |
| Annualized volatility | 8.4% | 7.1% |
| Sharpe ratio | 1.31 | 0.94 |
| Maximum drawdown | 10.2% | 14.9% |
| Replication fit (R²) | 0.47 · Tracking error 6.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model CDAZX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 32.8% |
| EMLC | FI · EM Local Currency | 22.4% |
| SPHY | FI · High Yield | 19.3% |
| MTUM | Factor · Momentum | 18.1% |
| XLV | Sector · Healthcare | 7.5% |