See what your fund actually adds
Simplify Enhanced Income ETF HIGH
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HIGH | Replication |
|---|---|---|
| Annualized growth | 3.4% | 10.8% |
| Annualized volatility | 7.5% | 4.1% |
| Sharpe ratio | 0.48 | 2.50 |
| Maximum drawdown | 9.2% | 5.2% |
| Replication fit (R²) | 0.18 · Tracking error 6.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model HIGH’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 82.5% |
| MTUM | Factor · Momentum | 5.6% |
| VOO | US Large Cap | 5.0% |
| VUG | Style · Growth | 4.6% |
| XLK | Sector · Technology | 2.2% |