See what your fund actually adds
ClearBridge SMASh Series EM Fund LCSMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LCSMX | Replication |
|---|---|---|
| Annualized growth | 9.4% | 10.5% |
| Annualized volatility | 21.6% | 15.1% |
| Sharpe ratio | 0.52 | 0.74 |
| Maximum drawdown | 36.5% | 27.9% |
| Replication fit (R²) | 0.67 · Tracking error 12.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model LCSMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 43.8% |
| VEA | Intl · Developed | 26.0% |
| XLK | Sector · Technology | 18.3% |
| DGS | EM Small Cap | 8.6% |
| MTUM | Factor · Momentum | 3.2% |