See what your fund actually adds
PGIM AAA CLO ETF PAAA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PAAA | Replication |
|---|---|---|
| Annualized growth | 6.3% | 4.7% |
| Annualized volatility | 0.6% | 0.3% |
| Sharpe ratio | 10.14 | 15.25 |
| Maximum drawdown | 0.5% | 0.1% |
| Replication fit (R²) | 0.13 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model PAAA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 77.1% |
| BKLN | FI · Senior Bank Loans | 12.0% |
| VGSH | FI · Short Gov | 10.8% |