See what your fund actually adds
Man Active Emerging Markets Alternative ETF MEMA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MEMA | Replication |
|---|---|---|
| Annualized growth | 29.8% | 21.3% |
| Annualized volatility | 18.9% | 15.7% |
| Sharpe ratio | 1.48 | 1.31 |
| Maximum drawdown | 10.5% | 9.8% |
| Replication fit (R²) | 0.79 · Tracking error 8.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model MEMA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 36.0% |
| VWO | Emerging Markets | 22.7% |
| VEA | Intl · Developed | 18.1% |
| MTUM | Factor · Momentum | 17.3% |
| SLV | Alternatives · Silver | 5.9% |