See what your fund actually adds
FullerThaler Behavioral Unconstrained Equity Fund A Shares FTZAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FTZAX | Replication |
|---|---|---|
| Annualized growth | 14.5% | 9.4% |
| Annualized volatility | 18.8% | 16.4% |
| Sharpe ratio | 0.81 | 0.63 |
| Maximum drawdown | 29.5% | 23.8% |
| Replication fit (R²) | 0.87 · Tracking error 6.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FTZAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| RSP | Factor · Equal Weight | 29.7% |
| SPHQ | Factor · Quality | 25.3% |
| VOT | Mid-Cap · Growth | 16.2% |
| XLI | Sector · Industrials | 14.8% |
| IJH | US Mid Cap | 14.0% |