See what your fund actually adds
iShares Large Cap 10% Target Buffer Mar ETF TENM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TENM | Replication |
|---|---|---|
| Annualized growth | 12.4% | 3.0% |
| Annualized volatility | 5.7% | 5.6% |
| Sharpe ratio | 2.08 | 0.55 |
| Maximum drawdown | 3.3% | 4.3% |
| Replication fit (R²) | 0.79 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model TENM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BNDX | FI · International | 31.6% |
| SPHY | FI · High Yield | 26.5% |
| VUG | Style · Growth | 19.3% |
| EMLC | FI · EM Local Currency | 12.2% |
| PFF | FI · Preferred | 10.4% |