See what your fund actually adds
Simplify Tax Aware Alternatives ETF LQ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LQ | Replication |
|---|---|---|
| Annualized growth | -9.2% | 7.3% |
| Annualized volatility | 7.4% | 5.7% |
| Sharpe ratio | -1.26 | 1.26 |
| Maximum drawdown | 5.0% | 4.0% |
| Replication fit (R²) | 0.62 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model LQ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 63.0% |
| XLE | Sector · Energy | 16.2% |
| IAU | Alternatives · Gold | 13.6% |
| BCI | Alternatives · Commodities | 7.2% |