See what your fund actually adds
The Future Fund Long/Short ETF FFLS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FFLS | Replication |
|---|---|---|
| Annualized growth | 8.5% | 15.8% |
| Annualized volatility | 11.3% | 10.9% |
| Sharpe ratio | 0.78 | 1.41 |
| Maximum drawdown | 10.5% | 12.1% |
| Replication fit (R²) | 0.52 · Tracking error 7.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FFLS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 28.1% |
| ICVT | FI · Convertibles | 26.9% |
| PFF | FI · Preferred | 24.0% |
| DBEF | Intl · Dev Hedged | 21.0% |