See what your fund actually adds
AllianzIM U.S. Large Cap Buffer20 May ETF MAYW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MAYW | Replication |
|---|---|---|
| Annualized growth | 11.1% | 11.3% |
| Annualized volatility | 5.9% | 5.8% |
| Sharpe ratio | 1.82 | 1.88 |
| Maximum drawdown | 7.0% | 6.1% |
| Replication fit (R²) | 0.63 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model MAYW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 67.8% |
| WTMF | Alternatives · Mgt Futures | 13.3% |
| VUG | Style · Growth | 8.1% |
| XLK | Sector · Technology | 6.4% |
| USMV | Factor · Min Vol | 4.4% |