See what your fund actually adds
Corgi CIFR 2x Daily ETF CIFC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CIFC | Replication |
|---|---|---|
| Annualized growth | -98.9% | 4.8% |
| Annualized volatility | 212.6% | 20.0% |
| Sharpe ratio | -1.07 | 0.33 |
| Maximum drawdown | 75.0% | 6.9% |
| Replication fit (R²) | 0.07 · Tracking error 205.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model CIFC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 100.0% |