See what your fund actually adds
Fundamental Family Office Allocation Fund Class A FBBAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FBBAX | Replication |
|---|---|---|
| Annualized growth | 5.6% | 7.2% |
| Annualized volatility | 12.4% | 10.8% |
| Sharpe ratio | 0.51 | 0.70 |
| Maximum drawdown | 14.0% | 21.2% |
| Replication fit (R²) | 0.79 · Tracking error 5.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model FBBAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VSS | Intl · Small Cap | 29.9% |
| DBEF | Intl · Dev Hedged | 23.5% |
| SPHY | FI · High Yield | 18.0% |
| EMLC | FI · EM Local Currency | 15.0% |
| XLF | Sector · Financials | 13.7% |