See what your fund actually adds
Sit Small Cap Growth Fund SSMGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SSMGX | Replication |
|---|---|---|
| Annualized growth | 5.0% | 6.7% |
| Annualized volatility | 20.7% | 19.2% |
| Sharpe ratio | 0.34 | 0.43 |
| Maximum drawdown | 33.6% | 29.9% |
| Replication fit (R²) | 0.94 · Tracking error 5.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model SSMGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 41.2% |
| IJH | US Mid Cap | 37.0% |
| XLI | Sector · Industrials | 9.4% |
| VOT | Mid-Cap · Growth | 9.3% |
| MTUM | Factor · Momentum | 3.1% |