See what your fund actually adds
SMA Relationship Trust Series M SRTMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SRTMX | Replication |
|---|---|---|
| Annualized growth | -0.1% | 0.5% |
| Annualized volatility | 3.9% | 3.9% |
| Sharpe ratio | -0.00 | 0.16 |
| Maximum drawdown | 9.9% | 9.6% |
| Replication fit (R²) | 0.95 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model SRTMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 74.9% |
| VGSH | FI · Short Gov | 22.2% |
| STIP | FI · Short TIPS | 2.9% |