See what your fund actually adds
Strategic Advisers Short Duration Fund FAUDX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FAUDX | Replication |
|---|---|---|
| Annualized growth | 3.3% | 3.0% |
| Annualized volatility | 1.0% | 0.8% |
| Sharpe ratio | 3.27 | 3.68 |
| Maximum drawdown | 2.4% | 1.9% |
| Replication fit (R²) | 0.74 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model FAUDX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 62.0% |
| VGSH | FI · Short Gov | 29.8% |
| VCSH | FI · Short Corp | 8.2% |