See what your fund actually adds
AltShares Event-Driven ETF EVNT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EVNT | Replication |
|---|---|---|
| Annualized growth | 5.2% | 4.1% |
| Annualized volatility | 8.0% | 7.0% |
| Sharpe ratio | 0.67 | 0.61 |
| Maximum drawdown | 12.8% | 15.1% |
| Replication fit (R²) | 0.61 · Tracking error 5.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model EVNT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 55.0% |
| EMLC | FI · EM Local Currency | 14.9% |
| PFF | FI · Preferred | 12.1% |
| XLV | Sector · Healthcare | 10.8% |
| XLF | Sector · Financials | 7.2% |