See what your fund actually adds
Gotham Neutral Fund Institutional Class GONIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GONIX | Replication |
|---|---|---|
| Annualized growth | 10.6% | 4.6% |
| Annualized volatility | 5.7% | 1.5% |
| Sharpe ratio | 1.81 | 2.96 |
| Maximum drawdown | 4.5% | 2.2% |
| Replication fit (R²) | 0.11 · Tracking error 5.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model GONIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 91.1% |
| SPHQ | Factor · Quality | 6.5% |
| MTUM | Factor · Momentum | 2.4% |