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Embark Commodity Strategy Fund Retirement Class ECSQX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ECSQX | Replication |
|---|---|---|
| Annualized growth | 21.9% | 20.6% |
| Annualized volatility | 13.8% | 13.9% |
| Sharpe ratio | 1.51 | 1.42 |
| Maximum drawdown | 11.9% | 12.0% |
| Replication fit (R²) | 0.97 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model ECSQX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 88.3% |
| IAU | Alternatives · Gold | 7.8% |
| XLE | Sector · Energy | 3.8% |