See what your fund actually adds
UltraPro MidCap400 UMDD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | UMDD | Replication |
|---|---|---|
| Annualized growth | 0.1% | 5.0% |
| Annualized volatility | 54.5% | 21.2% |
| Sharpe ratio | 0.28 | 0.34 |
| Maximum drawdown | 64.3% | 34.0% |
| Replication fit (R²) | 0.59 · Tracking error 34.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model UMDD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 61.1% |
| IWC | Micro Cap | 20.4% |
| IJR | US Small Cap | 18.4% |