See what your fund actually adds
RCN Pareto Strategic Allocation ETF PRTO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PRTO | Replication |
|---|---|---|
| Annualized growth | 20.3% | 30.3% |
| Annualized volatility | 11.9% | 11.4% |
| Sharpe ratio | 1.60 | 2.39 |
| Maximum drawdown | 4.2% | 5.5% |
| Replication fit (R²) | 0.79 · Tracking error 5.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model PRTO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOE | Mid-Cap · Value | 30.9% |
| VTV | Style · Value | 25.3% |
| VBK | Small-Cap · Growth | 23.3% |
| IWC | Micro Cap | 20.5% |