See what your fund actually adds
ClearBridge Appreciation Fund Class A SHAPX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SHAPX | Replication |
|---|---|---|
| Annualized growth | 10.9% | 11.9% |
| Annualized volatility | 14.4% | 14.8% |
| Sharpe ratio | 0.79 | 0.83 |
| Maximum drawdown | 20.2% | 23.0% |
| Replication fit (R²) | 0.97 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model SHAPX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 63.9% |
| USMV | Factor · Min Vol | 18.1% |
| VUG | Style · Growth | 6.2% |
| MTUM | Factor · Momentum | 6.2% |
| SPHY | FI · High Yield | 5.6% |