See what your fund actually adds
ARMOR Core Risk-Managed ETF RMRC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RMRC | Replication |
|---|---|---|
| Annualized growth | 2.7% | 2.2% |
| Annualized volatility | 9.0% | 9.4% |
| Sharpe ratio | 0.34 | 0.27 |
| Maximum drawdown | 4.4% | 4.3% |
| Replication fit (R²) | 0.91 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model RMRC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLP | Sector · Cons Staples | 32.3% |
| VOE | Mid-Cap · Value | 28.8% |
| VOX | Sector · Communication | 18.5% |
| SCHD | Factor · Dividend | 16.3% |
| VTV | Style · Value | 4.0% |