See what your fund actually adds
Six Circles Managed Equity Portfolio International Unconstrained Fund CMIUX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CMIUX | Replication |
|---|---|---|
| Annualized growth | 9.6% | 8.2% |
| Annualized volatility | 17.4% | 16.4% |
| Sharpe ratio | 0.62 | 0.56 |
| Maximum drawdown | 28.7% | 29.2% |
| Replication fit (R²) | 0.97 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model CMIUX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFG | Intl · Growth | 53.7% |
| EFV | Intl · Value | 46.3% |