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Hotchkis & Wiley Mid-Cap Value Fund Class A HWMAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HWMAX | Replication |
|---|---|---|
| Annualized growth | 10.5% | 12.3% |
| Annualized volatility | 20.8% | 17.6% |
| Sharpe ratio | 0.59 | 0.75 |
| Maximum drawdown | 22.6% | 18.3% |
| Replication fit (R²) | 0.91 · Tracking error 6.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model HWMAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 62.2% |
| XLE | Sector · Energy | 24.4% |
| XLF | Sector · Financials | 7.5% |
| EFV | Intl · Value | 3.5% |
| IWC | Micro Cap | 2.4% |