See what your fund actually adds
Counterpoint Quantitative Equity ETF CPAI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CPAI | Replication |
|---|---|---|
| Annualized growth | 29.9% | 19.8% |
| Annualized volatility | 18.5% | 17.8% |
| Sharpe ratio | 1.51 | 1.10 |
| Maximum drawdown | 19.0% | 22.1% |
| Replication fit (R²) | 0.75 · Tracking error 9.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model CPAI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 34.5% |
| MTUM | Factor · Momentum | 19.6% |
| VOT | Mid-Cap · Growth | 18.3% |
| IJR | US Small Cap | 15.0% |
| IWC | Micro Cap | 12.6% |