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IMS Strategic Income Fund IMSIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IMSIX | Replication |
|---|---|---|
| Annualized growth | -0.5% | 3.3% |
| Annualized volatility | 10.2% | 8.8% |
| Sharpe ratio | -0.00 | 0.41 |
| Maximum drawdown | 25.2% | 21.1% |
| Replication fit (R²) | 0.83 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model IMSIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 26.9% |
| VWOB | FI · EM Bonds USD | 26.8% |
| VCLT | FI · Long Corp | 19.1% |
| VOE | Mid-Cap · Value | 17.2% |
| VBR | Small-Cap · Value | 10.0% |