See what your fund actually adds
Return Stacked U.S. Stocks & Managed Futures ETF RSST
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RSST | Replication |
|---|---|---|
| Annualized growth | 22.1% | 22.8% |
| Annualized volatility | 21.2% | 17.2% |
| Sharpe ratio | 1.05 | 1.28 |
| Maximum drawdown | 26.4% | 19.7% |
| Replication fit (R²) | 0.75 · Tracking error 10.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model RSST’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLK | Sector · Technology | 32.9% |
| VUG | Style · Growth | 32.8% |
| XLB | Sector · Materials | 22.4% |
| SPHQ | Factor · Quality | 11.9% |