See what your fund actually adds

ATAC Credit Rotation ETF JOJO

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

Fund and replication metrics

JOJO compared with its replication portfolio
MeasureJOJOReplication
Annualized growth-1.6%-2.8%
Annualized volatility10.4%8.5%
Sharpe ratio-0.11-0.29
Maximum drawdown28.0%26.1%
Replication fit (R²)0.68 · Tracking error 5.8%

Replication portfolio

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

JOJO replication basket weights
TickerBuilding blockWeight
SPTLFI · Long Gov47.6%
SCHPFI · TIPS20.2%
SPHYFI · High Yield18.1%
BNDXFI · International14.0%