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Commonwealth Real Estate Securities Fund CNREX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CNREX | Replication |
|---|---|---|
| Annualized growth | 0.9% | 1.4% |
| Annualized volatility | 17.7% | 16.1% |
| Sharpe ratio | 0.14 | 0.17 |
| Maximum drawdown | 31.4% | 30.4% |
| Replication fit (R²) | 0.88 · Tracking error 6.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model CNREX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VNQ | Sector · Real Estate | 56.0% |
| XLB | Sector · Materials | 19.0% |
| VBK | Small-Cap · Growth | 12.8% |
| SPTL | FI · Long Gov | 12.2% |