See what your fund actually adds
Elm Market Navigator ETF ELM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ELM | Replication |
|---|---|---|
| Annualized growth | 11.6% | 12.6% |
| Annualized volatility | 8.8% | 6.7% |
| Sharpe ratio | 1.29 | 1.80 |
| Maximum drawdown | 6.9% | 4.8% |
| Replication fit (R²) | 0.84 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model ELM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 32.3% |
| WTMF | Alternatives · Mgt Futures | 32.0% |
| VWO | Emerging Markets | 24.7% |
| VCLT | FI · Long Corp | 11.0% |