See what your fund actually adds

Horizon Defined Risk Fund Investor Class HNDRX

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

Fund and replication metrics

HNDRX compared with its replication portfolio
MeasureHNDRXReplication
Annualized growth8.7%8.0%
Annualized volatility8.3%9.1%
Sharpe ratio1.050.89
Maximum drawdown13.6%17.5%
Replication fit (R²)0.85 · Tracking error 3.2%

Replication portfolio

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

HNDRX replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield36.6%
WTMFAlternatives · Mgt Futures28.4%
VUGStyle · Growth19.9%
XLFSector · Financials7.8%
MTUMFactor · Momentum7.2%