See what your fund actually adds
DGA Core Plus Absolute Return ETF HF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HF | Replication |
|---|---|---|
| Annualized growth | 8.7% | 7.2% |
| Annualized volatility | 5.7% | 4.3% |
| Sharpe ratio | 1.51 | 1.65 |
| Maximum drawdown | 5.8% | 4.3% |
| Replication fit (R²) | 0.47 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model HF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 34.9% |
| WTMF | Alternatives · Mgt Futures | 29.4% |
| EMLC | FI · EM Local Currency | 15.9% |
| SPHY | FI · High Yield | 14.6% |
| XLK | Sector · Technology | 5.1% |