See what your fund actually adds
THOR AdaptiveRisk Dynamic ETF THMR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | THMR | Replication |
|---|---|---|
| Annualized growth | 10.5% | 32.5% |
| Annualized volatility | 11.5% | 10.0% |
| Sharpe ratio | 0.93 | 2.87 |
| Maximum drawdown | 7.6% | 3.5% |
| Replication fit (R²) | 0.88 · Tracking error 4.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model THMR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 37.8% |
| VUG | Style · Growth | 20.8% |
| BCI | Alternatives · Commodities | 17.6% |
| MTUM | Factor · Momentum | 16.5% |
| XLK | Sector · Technology | 7.4% |