See what your fund actually adds
Roundhill Photonics & Optics ETF LYTE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LYTE | Replication |
|---|---|---|
| Annualized growth | -20.5% | 22.9% |
| Annualized volatility | 32.1% | 16.0% |
| Sharpe ratio | -0.57 | 1.37 |
| Maximum drawdown | 12.5% | 5.6% |
| Replication fit (R²) | 0.15 · Tracking error 29.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model LYTE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 100.0% |