See what your fund actually adds
AllianzIM U.S. Large Cap Buffer20 Oct ETF OCTW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | OCTW | Replication |
|---|---|---|
| Annualized growth | 9.3% | 5.3% |
| Annualized volatility | 5.7% | 3.6% |
| Sharpe ratio | 1.59 | 1.45 |
| Maximum drawdown | 7.4% | 7.3% |
| Replication fit (R²) | 0.53 · Tracking error 3.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model OCTW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 67.2% |
| WTMF | Alternatives · Mgt Futures | 13.6% |
| MBB | FI · MBS | 11.6% |
| XLF | Sector · Financials | 7.6% |