See what your fund actually adds
Saba Opportunistically Hedged Closed-End Funds ETF CEFS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CEFS | Replication |
|---|---|---|
| Annualized growth | 12.8% | 6.4% |
| Annualized volatility | 12.7% | 10.1% |
| Sharpe ratio | 1.01 | 0.66 |
| Maximum drawdown | 16.5% | 14.7% |
| Replication fit (R²) | 0.79 · Tracking error 5.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CEFS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| PFF | FI · Preferred | 39.7% |
| DGS | EM Small Cap | 23.0% |
| ICVT | FI · Convertibles | 15.0% |
| IGF | Sector · Infrastructure | 12.5% |
| XLE | Sector · Energy | 9.7% |