See what your fund actually adds
Return Stacked Balanced Allocation & Systematic Macro Fund Class A RDMAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RDMAX | Replication |
|---|---|---|
| Annualized growth | 3.9% | 9.0% |
| Annualized volatility | 11.1% | 7.1% |
| Sharpe ratio | 0.40 | 1.25 |
| Maximum drawdown | 20.1% | 8.0% |
| Replication fit (R²) | 0.27 · Tracking error 9.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model RDMAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 60.9% |
| BCI | Alternatives · Commodities | 19.5% |
| DBEF | Intl · Dev Hedged | 15.6% |
| MTUM | Factor · Momentum | 4.0% |