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Tactical Advantage ETF FDAT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FDAT | Replication |
|---|---|---|
| Annualized growth | 8.2% | 13.4% |
| Annualized volatility | 8.6% | 7.1% |
| Sharpe ratio | 0.96 | 1.80 |
| Maximum drawdown | 7.8% | 8.1% |
| Replication fit (R²) | 0.69 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FDAT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 33.4% |
| WTMF | Alternatives · Mgt Futures | 31.3% |
| XLI | Sector · Industrials | 14.0% |
| ICVT | FI · Convertibles | 12.1% |
| XLK | Sector · Technology | 9.1% |