See what your fund actually adds
AdvisorShares MSOS Daily Leveraged ETF MSOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MSOX | Replication |
|---|---|---|
| Annualized growth | -74.4% | 12.5% |
| Annualized volatility | 140.3% | 22.9% |
| Sharpe ratio | -0.28 | 0.63 |
| Maximum drawdown | 99.7% | 26.8% |
| Replication fit (R²) | 0.06 · Tracking error 136.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model MSOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IWC | Micro Cap | 100.0% |