See what your fund actually adds
Holbrook Income Fund Investor Class HOBEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HOBEX | Replication |
|---|---|---|
| Annualized growth | 3.9% | 3.8% |
| Annualized volatility | 2.1% | 1.0% |
| Sharpe ratio | 1.82 | 3.83 |
| Maximum drawdown | 4.4% | 1.9% |
| Replication fit (R²) | 0.30 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model HOBEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 61.5% |
| BKLN | FI · Senior Bank Loans | 16.0% |
| VCSH | FI · Short Corp | 13.5% |
| STIP | FI · Short TIPS | 6.9% |
| PFF | FI · Preferred | 2.1% |