See what your fund actually adds
RJ ClariVest Capital Appreciation ETF RJCA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RJCA | Replication |
|---|---|---|
| Annualized growth | 15.6% | 14.4% |
| Annualized volatility | 20.5% | 20.3% |
| Sharpe ratio | 0.81 | 0.76 |
| Maximum drawdown | 31.3% | 32.0% |
| Replication fit (R²) | 0.98 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model RJCA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 66.2% |
| LRGF | Factor · Multi-Factor | 14.9% |
| MTUM | Factor · Momentum | 9.6% |
| XLK | Sector · Technology | 9.3% |