See what your fund actually adds
F/m Compoundr High Yield Bond ETF CPHY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CPHY | Replication |
|---|---|---|
| Annualized growth | 1.2% | 3.4% |
| Annualized volatility | 3.2% | 2.9% |
| Sharpe ratio | 0.39 | 1.16 |
| Maximum drawdown | 2.5% | 2.3% |
| Replication fit (R²) | 0.86 · Tracking error 1.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model CPHY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 60.1% |
| VCSH | FI · Short Corp | 32.0% |
| SCHD | Factor · Dividend | 4.5% |
| XLY | Sector · Cons Discr | 3.4% |