See what your fund actually adds
Amplify LQD Investment Grade 12% Target Income ETF LQDM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LQDM | Replication |
|---|---|---|
| Annualized growth | -7.2% | -7.2% |
| Annualized volatility | 4.5% | 4.5% |
| Sharpe ratio | -1.64 | -1.63 |
| Maximum drawdown | 4.3% | 4.8% |
| Replication fit (R²) | 0.97 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model LQDM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCLT | FI · Long Corp | 41.7% |
| VCSH | FI · Short Corp | 36.3% |
| VCIT | FI · IG Credit | 12.9% |
| MUB | FI · Municipal | 5.0% |
| XLP | Sector · Cons Staples | 4.2% |