See what your fund actually adds
NovaTide Flexible Allocation ETF NMBL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NMBL | Replication |
|---|---|---|
| Annualized growth | 6.4% | 9.1% |
| Annualized volatility | 10.7% | 11.8% |
| Sharpe ratio | 0.64 | 0.80 |
| Maximum drawdown | 7.3% | 6.9% |
| Replication fit (R²) | 0.88 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model NMBL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| PFF | FI · Preferred | 39.3% |
| VSS | Intl · Small Cap | 30.3% |
| IWC | Micro Cap | 19.0% |
| VBK | Small-Cap · Growth | 11.3% |