See what your fund actually adds
Grant Park Multi Alternative Strategies Fund Class A GPAAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GPAAX | Replication |
|---|---|---|
| Annualized growth | 4.4% | 5.2% |
| Annualized volatility | 6.1% | 4.3% |
| Sharpe ratio | 0.74 | 1.21 |
| Maximum drawdown | 8.2% | 9.9% |
| Replication fit (R²) | 0.45 · Tracking error 4.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model GPAAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 42.1% |
| WTMF | Alternatives · Mgt Futures | 33.7% |
| DBEF | Intl · Dev Hedged | 8.6% |
| SPTL | FI · Long Gov | 8.3% |
| IAU | Alternatives · Gold | 7.3% |