See what your fund actually adds
Amplify Samsung SOFR ETF SOFR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SOFR | Replication |
|---|---|---|
| Annualized growth | 4.5% | 4.5% |
| Annualized volatility | 0.1% | 0.1% |
| Sharpe ratio | 38.78 | 37.77 |
| Maximum drawdown | 0.0% | 0.0% |
| Replication fit (R²) | 0.13 · Tracking error 0.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SOFR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 48.9% |
| BIL | FI · Ultra-Short | 48.7% |
| VGSH | FI · Short Gov | 2.4% |