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FullerThaler Behavioral Growth ETF FTG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FTG | Replication |
|---|---|---|
| Annualized growth | 33.2% | -4.9% |
| Annualized volatility | 9.9% | 7.9% |
| Sharpe ratio | 2.93 | -0.60 |
| Maximum drawdown | 0.3% | 1.5% |
| Replication fit (R²) | 0.90 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model FTG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 62.1% |
| MTUM | Factor · Momentum | 27.7% |
| XLE | Sector · Energy | 10.2% |