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Multi-Manager Small Cap Equity Strategies Fund Institutional Class CZMSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CZMSX | Replication |
|---|---|---|
| Annualized growth | 2.8% | 6.0% |
| Annualized volatility | 20.1% | 19.9% |
| Sharpe ratio | 0.24 | 0.39 |
| Maximum drawdown | 29.8% | 28.3% |
| Replication fit (R²) | 0.99 · Tracking error 2.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model CZMSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 54.6% |
| VBK | Small-Cap · Growth | 18.0% |
| IJH | US Mid Cap | 15.6% |
| IWC | Micro Cap | 11.8% |