See what your fund actually adds
Toews Agility Shares Dynamic Tactical Income ETF THY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | THY | Replication |
|---|---|---|
| Annualized growth | 1.6% | 2.6% |
| Annualized volatility | 4.1% | 3.0% |
| Sharpe ratio | 0.42 | 0.88 |
| Maximum drawdown | 6.8% | 9.8% |
| Replication fit (R²) | 0.42 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model THY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 72.8% |
| SPHY | FI · High Yield | 10.7% |
| BNDX | FI · International | 5.9% |
| WTMF | Alternatives · Mgt Futures | 5.6% |
| EMLC | FI · EM Local Currency | 5.0% |