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Thornburg Premium Income Builder ETF THOR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | THOR | Replication |
|---|---|---|
| Annualized growth | -1.8% | 2.5% |
| Annualized volatility | 7.6% | 7.2% |
| Sharpe ratio | -0.20 | 0.38 |
| Maximum drawdown | 5.9% | 5.1% |
| Replication fit (R²) | 0.91 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model THOR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 44.3% |
| VEA | Intl · Developed | 15.9% |
| VNQI | Alternatives · Intl Real Estate | 15.8% |
| VNQ | Sector · Real Estate | 15.1% |
| XLE | Sector · Energy | 8.9% |