See what your fund actually adds

Hedgeye Fourth Turning ETF HEFT

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

HEFT compared with its replication portfolio
MeasureHEFTReplication
Annualized growth8.0%25.2%
Annualized volatility8.5%7.1%
Sharpe ratio0.953.21
Maximum drawdown6.6%2.6%
Replication fit (R²)0.43 · Tracking error 6.4%

Replication portfolio

The published portfolio below is the investable basket used to model HEFT’s historical return behavior.

HEFT replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures44.3%
XLPSector · Cons Staples15.0%
XLBSector · Materials14.7%
XLESector · Energy14.3%
BCIAlternatives · Commodities11.7%