See what your fund actually adds
Wavelength Fund WAVLX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | WAVLX | Replication |
|---|---|---|
| Annualized growth | 2.2% | 1.5% |
| Annualized volatility | 5.4% | 4.0% |
| Sharpe ratio | 0.43 | 0.39 |
| Maximum drawdown | 14.2% | 12.6% |
| Replication fit (R²) | 0.71 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model WAVLX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 29.0% |
| VCSH | FI · Short Corp | 26.8% |
| STIP | FI · Short TIPS | 21.1% |
| VWOB | FI · EM Bonds USD | 18.1% |
| VCIT | FI · IG Credit | 5.1% |