See what your fund actually adds
Pacer Lunt Large Cap Multi-Factor Alternator ETF PALC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PALC | Replication |
|---|---|---|
| Annualized growth | 7.6% | 11.4% |
| Annualized volatility | 16.2% | 15.9% |
| Sharpe ratio | 0.53 | 0.76 |
| Maximum drawdown | 24.1% | 23.6% |
| Replication fit (R²) | 0.83 · Tracking error 6.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model PALC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHQ | Factor · Quality | 44.2% |
| VTV | Style · Value | 18.0% |
| MTUM | Factor · Momentum | 17.9% |
| XLY | Sector · Cons Discr | 11.3% |
| XLB | Sector · Materials | 8.6% |