See what your fund actually adds
FM Compounders Equity ETF FMCE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FMCE | Replication |
|---|---|---|
| Annualized growth | 10.0% | 5.6% |
| Annualized volatility | 13.3% | 11.8% |
| Sharpe ratio | 0.78 | 0.52 |
| Maximum drawdown | 10.7% | 11.2% |
| Replication fit (R²) | 0.82 · Tracking error 5.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model FMCE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 36.9% |
| XLF | Sector · Financials | 27.8% |
| XLY | Sector · Cons Discr | 21.4% |
| PFF | FI · Preferred | 13.9% |