See what your fund actually adds
Clockwise U.S. Core Equity ETF TIME
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TIME | Replication |
|---|---|---|
| Annualized growth | 11.9% | 12.9% |
| Annualized volatility | 21.1% | 18.6% |
| Sharpe ratio | 0.64 | 0.74 |
| Maximum drawdown | 38.5% | 24.8% |
| Replication fit (R²) | 0.83 · Tracking error 8.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model TIME’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 54.8% |
| ICVT | FI · Convertibles | 18.6% |
| VBK | Small-Cap · Growth | 14.7% |
| VOT | Mid-Cap · Growth | 7.1% |
| XLY | Sector · Cons Discr | 4.8% |