See what your fund actually adds
Frontier Asset Absolute Return ETF FARX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FARX | Replication |
|---|---|---|
| Annualized growth | 13.3% | 14.2% |
| Annualized volatility | 5.2% | 4.9% |
| Sharpe ratio | 2.44 | 2.74 |
| Maximum drawdown | 4.3% | 3.2% |
| Replication fit (R²) | 0.74 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model FARX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 43.2% |
| SPHY | FI · High Yield | 25.4% |
| BCI | Alternatives · Commodities | 16.2% |
| EMLC | FI · EM Local Currency | 10.0% |
| IAU | Alternatives · Gold | 5.2% |