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Horizon International Managed Risk ETF SFTX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SFTX | Replication |
|---|---|---|
| Annualized growth | 26.1% | 16.6% |
| Annualized volatility | 15.3% | 13.6% |
| Sharpe ratio | 1.60 | 1.19 |
| Maximum drawdown | 10.4% | 9.9% |
| Replication fit (R²) | 0.87 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model SFTX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 45.0% |
| VEA | Intl · Developed | 32.1% |
| VNQI | Alternatives · Intl Real Estate | 13.2% |
| MTUM | Factor · Momentum | 6.2% |
| ICVT | FI · Convertibles | 3.5% |