See what your fund actually adds
DFA US High Relative Profitability Portfolio Institutional Class DURPX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DURPX | Replication |
|---|---|---|
| Annualized growth | 12.2% | 13.7% |
| Annualized volatility | 15.3% | 15.7% |
| Sharpe ratio | 0.82 | 0.90 |
| Maximum drawdown | 21.5% | 22.5% |
| Replication fit (R²) | 0.96 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model DURPX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 30.2% |
| USMV | Factor · Min Vol | 21.1% |
| SPHQ | Factor · Quality | 17.5% |
| XLK | Sector · Technology | 16.2% |
| XLI | Sector · Industrials | 14.9% |