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ABS Insights Emerging Markets Fund Institutional Class Shares IEMIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IEMIX | Replication |
|---|---|---|
| Annualized growth | 16.7% | 0.7% |
| Annualized volatility | 5.9% | 5.9% |
| Sharpe ratio | 2.65 | 0.15 |
| Maximum drawdown | 0.6% | 1.4% |
| Replication fit (R²) | 1.00 · Tracking error 0.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model IEMIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLY | Sector · Cons Discr | 43.2% |
| VOX | Sector · Communication | 27.3% |
| MTUM | Factor · Momentum | 24.6% |
| VOT | Mid-Cap · Growth | 4.9% |