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Gotham Large Value Fund Institutional Class GVALX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GVALX | Replication |
|---|---|---|
| Annualized growth | 9.9% | 9.6% |
| Annualized volatility | 14.5% | 14.6% |
| Sharpe ratio | 0.72 | 0.70 |
| Maximum drawdown | 18.4% | 19.1% |
| Replication fit (R²) | 0.97 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model GVALX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| RSP | Factor · Equal Weight | 42.9% |
| SCHD | Factor · Dividend | 21.1% |
| VTV | Style · Value | 21.0% |
| SPHQ | Factor · Quality | 9.6% |
| XLB | Sector · Materials | 5.4% |