See what your fund actually adds
YieldMax CRCL Option Income Strategy ETF CRCO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CRCO | Replication |
|---|---|---|
| Annualized growth | -34.7% | -32.6% |
| Annualized volatility | 71.4% | 45.4% |
| Sharpe ratio | -0.24 | -0.64 |
| Maximum drawdown | 53.3% | 49.0% |
| Replication fit (R²) | 0.37 · Tracking error 56.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model CRCO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IBIT | Alternatives · Bitcoin | 100.0% |