See what your fund actually adds
Muzinich Dynamic Income Fund Institutional Shares MZCIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MZCIX | Replication |
|---|---|---|
| Annualized growth | -10.6% | -14.0% |
| Annualized volatility | 2.8% | 3.2% |
| Sharpe ratio | -4.02 | -4.74 |
| Maximum drawdown | 2.0% | 2.5% |
| Replication fit (R²) | 0.84 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model MZCIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 100.0% |