See what your fund actually adds
Frank Value Fund Investor Class FRNKX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FRNKX | Replication |
|---|---|---|
| Annualized growth | 12.6% | 10.8% |
| Annualized volatility | 15.6% | 13.6% |
| Sharpe ratio | 0.84 | 0.82 |
| Maximum drawdown | 15.0% | 14.3% |
| Replication fit (R²) | 0.69 · Tracking error 8.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model FRNKX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 28.3% |
| VWO | Emerging Markets | 22.5% |
| XLP | Sector · Cons Staples | 20.4% |
| XLE | Sector · Energy | 19.7% |
| RSP | Factor · Equal Weight | 9.1% |