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Virtus Westchester Event-Driven Fund Class A WCERX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | WCERX | Replication |
|---|---|---|
| Annualized growth | 3.0% | 4.7% |
| Annualized volatility | 4.5% | 3.1% |
| Sharpe ratio | 0.68 | 1.48 |
| Maximum drawdown | 7.4% | 8.0% |
| Replication fit (R²) | 0.45 · Tracking error 3.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model WCERX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 73.4% |
| BNDX | FI · International | 13.6% |
| SCHP | FI · TIPS | 5.0% |
| MTUM | Factor · Momentum | 4.0% |
| EMLC | FI · EM Local Currency | 4.0% |