See what your fund actually adds
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund Investor Shares CMPVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CMPVX | Replication |
|---|---|---|
| Annualized growth | 5.8% | 5.7% |
| Annualized volatility | 10.6% | 9.2% |
| Sharpe ratio | 0.59 | 0.64 |
| Maximum drawdown | 21.4% | 20.3% |
| Replication fit (R²) | 0.92 · Tracking error 3.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model CMPVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 42.7% |
| VOO | US Large Cap | 18.9% |
| VUG | Style · Growth | 16.9% |
| SPHY | FI · High Yield | 15.8% |
| ICVT | FI · Convertibles | 5.6% |