See what your fund actually adds
JPMorgan Hedged Equity Laddered Overlay ETF HELO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HELO | Replication |
|---|---|---|
| Annualized growth | 12.5% | 14.9% |
| Annualized volatility | 7.8% | 8.1% |
| Sharpe ratio | 1.55 | 1.77 |
| Maximum drawdown | 9.6% | 9.3% |
| Replication fit (R²) | 0.88 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model HELO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 43.9% |
| VOO | US Large Cap | 23.9% |
| VUG | Style · Growth | 15.7% |
| WTMF | Alternatives · Mgt Futures | 11.5% |
| EMLC | FI · EM Local Currency | 5.0% |