See what your fund actually adds
Liberty One Tactical Income ETF LOTI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LOTI | Replication |
|---|---|---|
| Annualized growth | 3.1% | 2.8% |
| Annualized volatility | 6.1% | 4.8% |
| Sharpe ratio | 0.54 | 0.59 |
| Maximum drawdown | 4.5% | 4.1% |
| Replication fit (R²) | 0.78 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model LOTI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHP | FI · TIPS | 45.2% |
| USMV | Factor · Min Vol | 27.6% |
| XLP | Sector · Cons Staples | 13.8% |
| SPHY | FI · High Yield | 13.4% |