See what your fund actually adds
Pacer Trendpilot US Mid Cap ETF PTMC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PTMC | Replication |
|---|---|---|
| Annualized growth | 3.3% | 6.4% |
| Annualized volatility | 13.2% | 10.8% |
| Sharpe ratio | 0.31 | 0.63 |
| Maximum drawdown | 16.6% | 16.4% |
| Replication fit (R²) | 0.59 · Tracking error 8.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PTMC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 47.2% |
| IJR | US Small Cap | 28.2% |
| IJH | US Mid Cap | 15.8% |
| VCLT | FI · Long Corp | 5.8% |
| VWO | Emerging Markets | 3.0% |