See what your fund actually adds
MC Trio Equity Buffered ETF TRIO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TRIO | Replication |
|---|---|---|
| Annualized growth | 12.8% | 13.0% |
| Annualized volatility | 8.6% | 8.2% |
| Sharpe ratio | 1.44 | 1.53 |
| Maximum drawdown | 7.3% | 5.6% |
| Replication fit (R²) | 0.90 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model TRIO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 54.1% |
| VUG | Style · Growth | 27.5% |
| WTMF | Alternatives · Mgt Futures | 10.5% |
| EFV | Intl · Value | 7.9% |