See what your fund actually adds
Return Stacked International Stocks & Managed Futures ETF RSIT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RSIT | Replication |
|---|---|---|
| Annualized growth | 11.8% | 10.1% |
| Annualized volatility | 15.6% | 13.0% |
| Sharpe ratio | 0.79 | 0.81 |
| Maximum drawdown | 5.3% | 4.5% |
| Replication fit (R²) | 0.82 · Tracking error 6.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model RSIT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 44.9% |
| MTUM | Factor · Momentum | 35.6% |
| IBIT | Alternatives · Bitcoin | 10.2% |
| VOX | Sector · Communication | 9.3% |