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Motley Fool Momentum Factor ETF MFMO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MFMO | Replication |
|---|---|---|
| Annualized growth | 24.6% | 33.2% |
| Annualized volatility | 19.9% | 18.5% |
| Sharpe ratio | 1.20 | 1.64 |
| Maximum drawdown | 11.3% | 8.8% |
| Replication fit (R²) | 0.90 · Tracking error 6.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model MFMO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 50.5% |
| XLK | Sector · Technology | 26.7% |
| XLI | Sector · Industrials | 10.3% |
| IWC | Micro Cap | 7.9% |
| XLY | Sector · Cons Discr | 4.6% |