See what your fund actually adds
Six Circles Tax Aware Intermediate Duration Fund CUTAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CUTAX | Replication |
|---|---|---|
| Annualized growth | 1.7% | 3.0% |
| Annualized volatility | 1.4% | 0.8% |
| Sharpe ratio | 1.24 | 3.92 |
| Maximum drawdown | 4.5% | 1.5% |
| Replication fit (R²) | 0.32 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model CUTAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 73.7% |
| VGSH | FI · Short Gov | 15.9% |
| MUB | FI · Municipal | 10.4% |