See what your fund actually adds
Parametric Hedged Equity ETF PHEQ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PHEQ | Replication |
|---|---|---|
| Annualized growth | 15.4% | 15.8% |
| Annualized volatility | 8.1% | 8.2% |
| Sharpe ratio | 1.81 | 1.84 |
| Maximum drawdown | 11.5% | 9.6% |
| Replication fit (R²) | 0.89 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model PHEQ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 50.4% |
| VUG | Style · Growth | 26.3% |
| WTMF | Alternatives · Mgt Futures | 10.6% |
| XLF | Sector · Financials | 7.7% |
| SPHQ | Factor · Quality | 5.1% |