See what your fund actually adds
AAM Crescent CLO ETF CLOC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CLOC | Replication |
|---|---|---|
| Annualized growth | 5.7% | 4.1% |
| Annualized volatility | 0.8% | 0.3% |
| Sharpe ratio | 6.77 | 13.69 |
| Maximum drawdown | 0.4% | 0.1% |
| Replication fit (R²) | 0.11 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CLOC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 87.2% |
| BKLN | FI · Senior Bank Loans | 12.8% |