See what your fund actually adds

Adaptive Core ETF RULE

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

Fund and replication metrics

RULE compared with its replication portfolio
MeasureRULEReplication
Annualized growth4.7%9.0%
Annualized volatility14.8%14.0%
Sharpe ratio0.380.68
Maximum drawdown30.3%26.1%
Replication fit (R²)0.69 · Tracking error 8.3%

Replication portfolio

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

RULE replication basket weights
TickerBuilding blockWeight
MTUMFactor · Momentum43.2%
ICVTFI · Convertibles34.9%
DGSEM Small Cap16.0%
XLPSector · Cons Staples5.9%