See what your fund actually adds
F/m High Yield 100 ETF ZTOP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ZTOP | Replication |
|---|---|---|
| Annualized growth | 5.5% | 6.2% |
| Annualized volatility | 3.1% | 3.1% |
| Sharpe ratio | 1.76 | 1.96 |
| Maximum drawdown | 2.5% | 2.5% |
| Replication fit (R²) | 0.97 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model ZTOP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 100.0% |