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Hussman Strategic Total Return Fund HSTRX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HSTRX | Replication |
|---|---|---|
| Annualized growth | 5.5% | 5.2% |
| Annualized volatility | 6.5% | 5.1% |
| Sharpe ratio | 0.87 | 1.01 |
| Maximum drawdown | 11.9% | 10.0% |
| Replication fit (R²) | 0.64 · Tracking error 3.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model HSTRX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 43.8% |
| STIP | FI · Short TIPS | 25.1% |
| IAU | Alternatives · Gold | 19.7% |
| WTMF | Alternatives · Mgt Futures | 5.7% |
| IGF | Sector · Infrastructure | 5.7% |