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Russell Investments Multi-Strategy Income Fund Class A RMYAX

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

Fund and replication metrics

RMYAX compared with its replication portfolio
MeasureRMYAXReplication
Annualized growth3.2%2.3%
Annualized volatility8.6%6.4%
Sharpe ratio0.410.39
Maximum drawdown22.0%18.1%
Replication fit (R²)0.78 · Tracking error 4.0%

Replication portfolio

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

RMYAX replication basket weights
TickerBuilding blockWeight
MBBFI · MBS46.8%
VWOBFI · EM Bonds USD20.4%
VGITFI · Intermediate Gov15.5%
EFVIntl · Value15.1%
SPHYFI · High Yield2.1%