See what your fund actually adds
PIMCO Senior Loan Active Exchange-Traded Fund LONZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LONZ | Replication |
|---|---|---|
| Annualized growth | 7.6% | 6.8% |
| Annualized volatility | 2.8% | 2.8% |
| Sharpe ratio | 2.65 | 2.33 |
| Maximum drawdown | 3.3% | 3.8% |
| Replication fit (R²) | 0.92 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model LONZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 92.3% |
| WTMF | Alternatives · Mgt Futures | 3.9% |
| MUB | FI · Municipal | 3.8% |