See what your fund actually adds

Column Small Cap Select Fund CFSSX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

CFSSX compared with its replication portfolio
MeasureCFSSXReplication
Annualized growth14.4%15.3%
Annualized volatility17.8%17.3%
Sharpe ratio0.840.91
Maximum drawdown26.5%23.0%
Replication fit (R²)0.97 · Tracking error 3.2%

Replication portfolio

The published portfolio below is the investable basket used to model CFSSX’s historical return behavior.

CFSSX replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap48.3%
VBKSmall-Cap · Growth17.9%
IJHUS Mid Cap13.1%
MTUMFactor · Momentum12.0%
IWCMicro Cap8.7%