See what your fund actually adds
Nuance Mid Cap Value Fund Investor Class NMAVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NMAVX | Replication |
|---|---|---|
| Annualized growth | 4.6% | 7.8% |
| Annualized volatility | 13.4% | 13.4% |
| Sharpe ratio | 0.40 | 0.63 |
| Maximum drawdown | 16.7% | 14.7% |
| Replication fit (R²) | 0.78 · Tracking error 6.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model NMAVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLP | Sector · Cons Staples | 36.6% |
| VBR | Small-Cap · Value | 35.6% |
| XLV | Sector · Healthcare | 15.6% |
| SCHD | Factor · Dividend | 12.2% |