See what your fund actually adds
Channing Intrinsic Value Small-Cap Fund Institutional Class OWLLX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | OWLLX | Replication |
|---|---|---|
| Annualized growth | 5.1% | 7.2% |
| Annualized volatility | 21.0% | 18.9% |
| Sharpe ratio | 0.34 | 0.47 |
| Maximum drawdown | 28.2% | 23.8% |
| Replication fit (R²) | 0.93 · Tracking error 5.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model OWLLX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 48.5% |
| VBR | Small-Cap · Value | 39.0% |
| IJH | US Mid Cap | 7.0% |
| XLI | Sector · Industrials | 5.5% |