See what your fund actually adds
Changing Parameters Fund CPMPX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CPMPX | Replication |
|---|---|---|
| Annualized growth | 3.7% | 3.0% |
| Annualized volatility | 2.7% | 1.9% |
| Sharpe ratio | 1.36 | 1.57 |
| Maximum drawdown | 3.5% | 6.1% |
| Replication fit (R²) | 0.36 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model CPMPX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 48.4% |
| BKLN | FI · Senior Bank Loans | 25.5% |
| VCSH | FI · Short Corp | 10.3% |
| BNDX | FI · International | 10.1% |
| WTMF | Alternatives · Mgt Futures | 5.8% |