See what your fund actually adds

JOHCM Emerging Markets Opportunities Fund Investor Shares JOEAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

JOEAX compared with its replication portfolio
MeasureJOEAXReplication
Annualized growth9.0%6.9%
Annualized volatility16.8%14.8%
Sharpe ratio0.600.53
Maximum drawdown24.9%28.7%
Replication fit (R²)0.85 · Tracking error 6.6%

Replication portfolio

The published portfolio below is the investable basket used to model JOEAX’s historical return behavior.

JOEAX replication basket weights
TickerBuilding blockWeight
VWOEmerging Markets83.7%
VEAIntl · Developed12.1%
MTUMFactor · Momentum4.2%