See what your fund actually adds
CoreValues Alpha Greater China Growth ETF CGRO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CGRO | Replication |
|---|---|---|
| Annualized growth | 5.5% | 18.4% |
| Annualized volatility | 26.7% | 14.4% |
| Sharpe ratio | 0.33 | 1.25 |
| Maximum drawdown | 36.8% | 11.0% |
| Replication fit (R²) | 0.47 · Tracking error 19.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model CGRO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 100.0% |