See what your fund actually adds
Northeast Investors Trust NTHEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NTHEX | Replication |
|---|---|---|
| Annualized growth | 5.5% | 5.3% |
| Annualized volatility | 5.2% | 3.6% |
| Sharpe ratio | 1.06 | 1.45 |
| Maximum drawdown | 5.8% | 6.8% |
| Replication fit (R²) | 0.33 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model NTHEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 52.9% |
| SPHY | FI · High Yield | 21.4% |
| WTMF | Alternatives · Mgt Futures | 11.7% |
| AGG | FI · Aggregate | 10.8% |
| XLE | Sector · Energy | 3.3% |