See what your fund actually adds

Sovereign's Capital Flourish Fund SOVF

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

Fund and replication metrics

SOVF compared with its replication portfolio
MeasureSOVFReplication
Annualized growth8.2%18.2%
Annualized volatility16.6%14.8%
Sharpe ratio0.561.20
Maximum drawdown19.1%17.6%
Replication fit (R²)0.83 · Tracking error 6.8%

Replication portfolio

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

SOVF replication basket weights
TickerBuilding blockWeight
USMVFactor · Min Vol33.1%
IWCMicro Cap25.3%
IJRUS Small Cap24.9%
XLFSector · Financials16.8%