See what your fund actually adds
The Cook & Bynum Fund COBYX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | COBYX | Replication |
|---|---|---|
| Annualized growth | 9.8% | 7.6% |
| Annualized volatility | 13.6% | 10.7% |
| Sharpe ratio | 0.75 | 0.74 |
| Maximum drawdown | 15.2% | 19.1% |
| Replication fit (R²) | 0.58 · Tracking error 8.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model COBYX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 34.8% |
| EFV | Intl · Value | 34.6% |
| XLP | Sector · Cons Staples | 20.4% |
| VBR | Small-Cap · Value | 5.4% |
| XLB | Sector · Materials | 4.8% |