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MarketDesk Focused U.S. Momentum ETF FMTM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FMTM | Replication |
|---|---|---|
| Annualized growth | 36.9% | 21.7% |
| Annualized volatility | 17.7% | 12.8% |
| Sharpe ratio | 1.86 | 1.60 |
| Maximum drawdown | 10.7% | 6.8% |
| Replication fit (R²) | 0.62 · Tracking error 10.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FMTM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| ICVT | FI · Convertibles | 57.1% |
| SPHQ | Factor · Quality | 17.0% |
| VWO | Emerging Markets | 13.1% |
| MTUM | Factor · Momentum | 6.5% |
| VOE | Mid-Cap · Value | 6.3% |