See what your fund actually adds
Horizon Defensive Core Fund Investor Class HESGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HESGX | Replication |
|---|---|---|
| Annualized growth | 9.7% | 11.9% |
| Annualized volatility | 14.3% | 15.0% |
| Sharpe ratio | 0.72 | 0.82 |
| Maximum drawdown | 21.6% | 24.5% |
| Replication fit (R²) | 0.92 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model HESGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 53.3% |
| VUG | Style · Growth | 19.9% |
| SPHY | FI · High Yield | 15.1% |
| MTUM | Factor · Momentum | 6.9% |
| DGS | EM Small Cap | 4.8% |