See what your fund actually adds
TimesSquare Quality Mid Cap Growth ETF TSCM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TSCM | Replication |
|---|---|---|
| Annualized growth | 0.9% | 11.2% |
| Annualized volatility | 17.2% | 14.1% |
| Sharpe ratio | 0.14 | 0.82 |
| Maximum drawdown | 13.0% | 11.0% |
| Replication fit (R²) | 0.77 · Tracking error 8.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model TSCM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOT | Mid-Cap · Growth | 77.0% |
| VBK | Small-Cap · Growth | 11.3% |
| XLV | Sector · Healthcare | 7.8% |
| XLY | Sector · Cons Discr | 4.0% |