See what your fund actually adds

Ned Davis Research 360 Dynamic Allocation ETF NDAA

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

NDAA compared with its replication portfolio
MeasureNDAAReplication
Annualized growth11.7%17.2%
Annualized volatility11.1%13.7%
Sharpe ratio1.051.23
Maximum drawdown10.8%12.3%
Replication fit (R²)0.87 · Tracking error 4.0%

Replication portfolio

The published portfolio below is the investable basket used to model NDAA’s historical return behavior.

NDAA replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth32.3%
VWOEmerging Markets31.3%
VEAIntl · Developed19.4%
SCHDFactor · Dividend17.0%