See what your fund actually adds
JOHCM International Opportunities Fund Institutional Shares JOPSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JOPSX | Replication |
|---|---|---|
| Annualized growth | -28.7% | 19.7% |
| Annualized volatility | 4.9% | 5.7% |
| Sharpe ratio | -6.91 | 3.16 |
| Maximum drawdown | 4.3% | 0.9% |
| Replication fit (R²) | 0.80 · Tracking error 2.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model JOPSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 100.0% |