See what your fund actually adds
Gotham Enhanced 500 ETF GSPY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GSPY | Replication |
|---|---|---|
| Annualized growth | 13.7% | 12.9% |
| Annualized volatility | 15.8% | 16.1% |
| Sharpe ratio | 0.90 | 0.84 |
| Maximum drawdown | 22.9% | 24.5% |
| Replication fit (R²) | 0.99 · Tracking error 1.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model GSPY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 58.9% |
| VTV | Style · Value | 16.1% |
| VUG | Style · Growth | 10.9% |
| VOX | Sector · Communication | 7.4% |
| LRGF | Factor · Multi-Factor | 6.7% |