See what your fund actually adds
Pzena Emerging Markets Value Fund Investor PZVEX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PZVEX | Replication |
|---|---|---|
| Annualized growth | 11.2% | 7.6% |
| Annualized volatility | 15.1% | 12.9% |
| Sharpe ratio | 0.78 | 0.63 |
| Maximum drawdown | 23.1% | 22.9% |
| Replication fit (R²) | 0.82 · Tracking error 6.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PZVEX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 48.5% |
| DGS | EM Small Cap | 40.1% |
| XLE | Sector · Energy | 4.6% |
| EMLC | FI · EM Local Currency | 3.5% |
| VNQI | Alternatives · Intl Real Estate | 3.2% |