See what your fund actually adds

Fundamentals First ETF KNOW

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

Fund and replication metrics

KNOW compared with its replication portfolio
MeasureKNOWReplication
Annualized growth10.9%13.3%
Annualized volatility10.8%12.2%
Sharpe ratio1.011.09
Maximum drawdown12.9%14.1%
Replication fit (R²)0.88 · Tracking error 3.8%

Replication portfolio

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

KNOW replication basket weights
TickerBuilding blockWeight
XLISector · Industrials34.0%
IJRUS Small Cap30.7%
IGFSector · Infrastructure18.0%
EMLCFI · EM Local Currency17.3%