See what your fund actually adds
Manor Investment Funds Manor Fund MNRMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MNRMX | Replication |
|---|---|---|
| Annualized growth | 12.9% | 16.6% |
| Annualized volatility | 17.4% | 16.9% |
| Sharpe ratio | 0.78 | 0.99 |
| Maximum drawdown | 21.7% | 18.9% |
| Replication fit (R²) | 0.90 · Tracking error 5.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model MNRMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 29.9% |
| MTUM | Factor · Momentum | 20.0% |
| XLI | Sector · Industrials | 20.0% |
| XLK | Sector · Technology | 18.6% |
| XLE | Sector · Energy | 11.5% |