See what your fund actually adds
Kensington Credit Opportunities ETF KAMO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | KAMO | Replication |
|---|---|---|
| Annualized growth | -1.7% | 0.3% |
| Annualized volatility | 2.2% | 2.2% |
| Sharpe ratio | -0.76 | 0.14 |
| Maximum drawdown | 2.7% | 1.5% |
| Replication fit (R²) | 0.81 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model KAMO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 38.9% |
| VCSH | FI · Short Corp | 28.7% |
| SPHY | FI · High Yield | 24.9% |
| VCLT | FI · Long Corp | 7.6% |