See what your fund actually adds
Matisse Discounted Bond CEF Strategy Institutional Class MDFIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MDFIX | Replication |
|---|---|---|
| Annualized growth | 2.2% | -0.4% |
| Annualized volatility | 9.1% | 6.8% |
| Sharpe ratio | 0.28 | -0.03 |
| Maximum drawdown | 22.9% | 18.8% |
| Replication fit (R²) | 0.74 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model MDFIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 55.7% |
| VCLT | FI · Long Corp | 19.3% |
| PFF | FI · Preferred | 17.9% |
| VNQ | Sector · Real Estate | 7.2% |