See what your fund actually adds

Core Alternative ETF CCOR

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

CCOR compared with its replication portfolio
MeasureCCORReplication
Annualized growth-2.1%4.8%
Annualized volatility9.5%5.8%
Sharpe ratio-0.180.84
Maximum drawdown21.3%7.9%
Replication fit (R²)0.34 · Tracking error 7.8%

Replication portfolio

The published portfolio below is the investable basket used to model CCOR’s historical return behavior.

CCOR replication basket weights
TickerBuilding blockWeight
STIPFI · Short TIPS58.3%
XLPSector · Cons Staples27.3%
XLVSector · Healthcare11.3%
XLFSector · Financials3.1%