See what your fund actually adds
IPS Strategic Capital Absolute Return Fund Institutional Class Shares IPSAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IPSAX | Replication |
|---|---|---|
| Annualized growth | 5.7% | 8.2% |
| Annualized volatility | 9.7% | 8.1% |
| Sharpe ratio | 0.62 | 1.02 |
| Maximum drawdown | 16.0% | 15.4% |
| Replication fit (R²) | 0.65 · Tracking error 5.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model IPSAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 42.1% |
| EMLC | FI · EM Local Currency | 22.7% |
| XLK | Sector · Technology | 12.8% |
| SPHY | FI · High Yield | 12.6% |
| VUG | Style · Growth | 9.9% |