See what your fund actually adds
Chesapeake Trend-Following Fixed Income ETF TFFI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TFFI | Replication |
|---|---|---|
| Annualized growth | 12.8% | 4.8% |
| Annualized volatility | 8.3% | 3.3% |
| Sharpe ratio | 1.50 | 1.42 |
| Maximum drawdown | 3.8% | 2.2% |
| Replication fit (R²) | 0.16 · Tracking error 7.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model TFFI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 81.6% |
| XLE | Sector · Energy | 13.6% |
| SLV | Alternatives · Silver | 4.8% |