See what your fund actually adds

Cambria Chesapeake Pure Trend ETF MFUT

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MFUT compared with its replication portfolio
MeasureMFUTReplication
Annualized growth0.3%13.2%
Annualized volatility12.1%7.9%
Sharpe ratio0.081.62
Maximum drawdown27.0%6.0%
Replication fit (R²)0.54 · Tracking error 8.2%

Replication portfolio

The published portfolio below is the investable basket used to model MFUT’s historical return behavior.

MFUT replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures58.7%
BCIAlternatives · Commodities14.9%
XLBSector · Materials10.6%
DBEFIntl · Dev Hedged9.2%
SLVAlternatives · Silver6.6%