See what your fund actually adds

Horizon Managed Risk ETF SFTY

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

Fund and replication metrics

SFTY compared with its replication portfolio
MeasureSFTYReplication
Annualized growth20.7%20.5%
Annualized volatility10.8%11.5%
Sharpe ratio1.801.68
Maximum drawdown7.8%8.7%
Replication fit (R²)0.97 · Tracking error 1.7%

Replication portfolio

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

SFTY replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap47.7%
VUGStyle · Growth27.0%
VTVStyle · Value10.7%
USMVFactor · Min Vol8.6%
MTUMFactor · Momentum6.1%