See what your fund actually adds
Kensington Active Advantage Fund Institutional Class Shares KADIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | KADIX | Replication |
|---|---|---|
| Annualized growth | 6.1% | 5.3% |
| Annualized volatility | 7.2% | 5.0% |
| Sharpe ratio | 0.87 | 1.07 |
| Maximum drawdown | 10.3% | 9.4% |
| Replication fit (R²) | 0.59 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model KADIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BNDX | FI · International | 46.5% |
| WTMF | Alternatives · Mgt Futures | 27.7% |
| EMLC | FI · EM Local Currency | 12.5% |
| MTUM | Factor · Momentum | 11.2% |
| SPHY | FI · High Yield | 2.2% |