See what your fund actually adds
Simplify Currency Strategy ETF FOXY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FOXY | Replication |
|---|---|---|
| Annualized growth | 13.5% | 9.3% |
| Annualized volatility | 11.9% | 5.1% |
| Sharpe ratio | 1.12 | 1.79 |
| Maximum drawdown | 9.3% | 4.0% |
| Replication fit (R²) | 0.19 · Tracking error 10.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FOXY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 68.5% |
| IGF | Sector · Infrastructure | 16.1% |
| XLE | Sector · Energy | 10.3% |
| VWO | Emerging Markets | 5.0% |