See what your fund actually adds
Simplify Chinese Commodities Strategy No K-1 ETF CCOM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CCOM | Replication |
|---|---|---|
| Annualized growth | 2.0% | 4.1% |
| Annualized volatility | 9.3% | 4.1% |
| Sharpe ratio | 0.25 | 0.99 |
| Maximum drawdown | 6.3% | 3.0% |
| Replication fit (R²) | 0.20 · Tracking error 8.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model CCOM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 73.6% |
| BCI | Alternatives · Commodities | 15.4% |
| XLY | Sector · Cons Discr | 6.7% |
| SLV | Alternatives · Silver | 4.4% |