See what your fund actually adds
STF Tactical Growth & Income ETF SEPQ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SEPQ | Replication |
|---|---|---|
| Annualized growth | 14.1% | 13.6% |
| Annualized volatility | 10.0% | 7.8% |
| Sharpe ratio | 1.37 | 1.69 |
| Maximum drawdown | 15.1% | 9.5% |
| Replication fit (R²) | 0.60 · Tracking error 6.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model SEPQ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 53.4% |
| VUG | Style · Growth | 21.7% |
| MTUM | Factor · Momentum | 12.2% |
| XLE | Sector · Energy | 7.2% |
| WTMF | Alternatives · Mgt Futures | 5.4% |