See what your fund actually adds
M3Sixty Small Cap Growth Fund MCSCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MCSCX | Replication |
|---|---|---|
| Annualized growth | 12.6% | 13.6% |
| Annualized volatility | 18.5% | 17.7% |
| Sharpe ratio | 0.73 | 0.81 |
| Maximum drawdown | 23.8% | 23.3% |
| Replication fit (R²) | 0.93 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model MCSCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 76.0% |
| IJH | US Mid Cap | 11.5% |
| MTUM | Factor · Momentum | 5.2% |
| VBK | Small-Cap · Growth | 4.4% |
| XLK | Sector · Technology | 2.9% |