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Gotham Enhanced Return Fund Institutional Class Shares GENIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GENIX | Replication |
|---|---|---|
| Annualized growth | 10.7% | 29.4% |
| Annualized volatility | 3.5% | 3.2% |
| Sharpe ratio | 2.95 | 8.14 |
| Maximum drawdown | 0.2% | 0.0% |
| Replication fit (R²) | 0.90 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model GENIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 38.8% |
| XLK | Sector · Technology | 28.4% |
| XLE | Sector · Energy | 19.3% |
| MTUM | Factor · Momentum | 13.5% |