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Commonwealth Global Fund CNGLX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CNGLX | Replication |
|---|---|---|
| Annualized growth | 4.0% | 9.8% |
| Annualized volatility | 14.6% | 14.9% |
| Sharpe ratio | 0.34 | 0.70 |
| Maximum drawdown | 28.0% | 24.3% |
| Replication fit (R²) | 0.92 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model CNGLX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFG | Intl · Growth | 33.2% |
| LRGF | Factor · Multi-Factor | 27.4% |
| SCHD | Factor · Dividend | 20.1% |
| EFV | Intl · Value | 19.4% |