See what your fund actually adds
Aura AI Photonics ETF PHOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PHOX | Replication |
|---|---|---|
| Annualized growth | -42.6% | 6.5% |
| Annualized volatility | 25.9% | 15.8% |
| Sharpe ratio | -2.02 | 0.47 |
| Maximum drawdown | 6.3% | 1.8% |
| Replication fit (R²) | 0.48 · Tracking error 18.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model PHOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 100.0% |