See what your fund actually adds
Catholic Responsible Investments Magnus 45/55 Fund Investor Shares CMNVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CMNVX | Replication |
|---|---|---|
| Annualized growth | 4.9% | 2.7% |
| Annualized volatility | 8.1% | 5.7% |
| Sharpe ratio | 0.62 | 0.49 |
| Maximum drawdown | 18.1% | 15.5% |
| Replication fit (R²) | 0.76 · Tracking error 4.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model CMNVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 42.0% |
| AGG | FI · Aggregate | 20.5% |
| VOO | US Large Cap | 16.1% |
| SPHY | FI · High Yield | 10.8% |
| EMLC | FI · EM Local Currency | 10.5% |