See what your fund actually adds
State Street DoubleLine Total Return Tactical ETF TOTL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TOTL | Replication |
|---|---|---|
| Annualized growth | -0.0% | -0.5% |
| Annualized volatility | 5.3% | 5.8% |
| Sharpe ratio | 0.02 | -0.06 |
| Maximum drawdown | 15.5% | 17.2% |
| Replication fit (R²) | 0.95 · Tracking error 1.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model TOTL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| AGG | FI · Aggregate | 100.0% |