See what your fund actually adds
Manager Directed Portfolios Twin Oak Short Horizon Absolute Return ETF TOAK
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TOAK | Replication |
|---|---|---|
| Annualized growth | 4.0% | 4.1% |
| Annualized volatility | 0.2% | 0.1% |
| Sharpe ratio | 21.31 | 46.97 |
| Maximum drawdown | 0.1% | 0.0% |
| Replication fit (R²) | 0.08 · Tracking error 0.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model TOAK’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 100.0% |