See what your fund actually adds

M.D. Sass Concentrated Value ETF SASS

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

Fund and replication metrics

SASS compared with its replication portfolio
MeasureSASSReplication
Annualized growth-4.2%13.4%
Annualized volatility13.1%12.1%
Sharpe ratio-0.261.10
Maximum drawdown6.7%6.2%
Replication fit (R²)0.86 · Tracking error 5.0%

Replication portfolio

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

SASS replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap32.6%
VOTMid-Cap · Growth25.6%
IJHUS Mid Cap21.7%
VOXSector · Communication11.5%
XLUSector · Utilities8.7%