See what your fund actually adds
Parametric Equity Plus ETF PEPS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PEPS | Replication |
|---|---|---|
| Annualized growth | 17.8% | 16.2% |
| Annualized volatility | 15.7% | 14.8% |
| Sharpe ratio | 1.12 | 1.08 |
| Maximum drawdown | 19.3% | 16.9% |
| Replication fit (R²) | 0.96 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model PEPS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 100.0% |