See what your fund actually adds
LKCM Small Capital Equity Fund Class Institutional LKSCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LKSCX | Replication |
|---|---|---|
| Annualized growth | 5.3% | 6.2% |
| Annualized volatility | 19.9% | 19.6% |
| Sharpe ratio | 0.36 | 0.40 |
| Maximum drawdown | 33.1% | 29.2% |
| Replication fit (R²) | 0.95 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model LKSCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 48.2% |
| IJR | US Small Cap | 32.1% |
| IJH | US Mid Cap | 10.0% |
| XLF | Sector · Financials | 6.8% |
| XLE | Sector · Energy | 3.0% |