See what your fund actually adds
Multi-Manager Total Return Bond Strategies Fund Institutional Class CTRZX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CTRZX | Replication |
|---|---|---|
| Annualized growth | -0.5% | -0.5% |
| Annualized volatility | 6.0% | 5.8% |
| Sharpe ratio | -0.05 | -0.06 |
| Maximum drawdown | 18.5% | 17.2% |
| Replication fit (R²) | 0.99 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model CTRZX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| AGG | FI · Aggregate | 100.0% |