See what your fund actually adds

Reckoner BBB-B CLO ETF RCLO

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

RCLO compared with its replication portfolio
MeasureRCLOReplication
Annualized growth6.5%4.5%
Annualized volatility2.2%1.8%
Sharpe ratio2.872.39
Maximum drawdown2.5%1.5%
Replication fit (R²)0.35 · Tracking error 1.8%

Replication portfolio

The published portfolio below is the investable basket used to model RCLO’s historical return behavior.

RCLO replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans88.8%
EMLCFI · EM Local Currency7.6%
XLPSector · Cons Staples3.5%