See what your fund actually adds
The Brinsmere Fund Conservative ETF TBFC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TBFC | Replication |
|---|---|---|
| Annualized growth | 8.8% | 9.0% |
| Annualized volatility | 6.4% | 5.2% |
| Sharpe ratio | 1.34 | 1.69 |
| Maximum drawdown | 6.6% | 4.0% |
| Replication fit (R²) | 0.90 · Tracking error 2.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model TBFC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| AGG | FI · Aggregate | 36.2% |
| SPHY | FI · High Yield | 29.6% |
| VOO | US Large Cap | 17.2% |
| WTMF | Alternatives · Mgt Futures | 8.5% |
| VEA | Intl · Developed | 8.4% |