See what your fund actually adds
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN due September 25, 2048 PFFL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PFFL | Replication |
|---|---|---|
| Annualized growth | -9.0% | 0.9% |
| Annualized volatility | 22.9% | 11.5% |
| Sharpe ratio | -0.30 | 0.14 |
| Maximum drawdown | 47.5% | 22.2% |
| Replication fit (R²) | 0.71 · Tracking error 12.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model PFFL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| PFF | FI · Preferred | 85.7% |
| VBK | Small-Cap · Growth | 12.3% |
| VNQ | Sector · Real Estate | 2.0% |