See what your fund actually adds
MicroSectors -3x Short Taiwan ETNs TPEI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TPEI | Replication |
|---|---|---|
| Annualized growth | -85.3% | 23.7% |
| Annualized volatility | 50.0% | 17.1% |
| Sharpe ratio | -3.54 | 1.32 |
| Maximum drawdown | 16.7% | 4.2% |
| Replication fit (R²) | 0.40 · Tracking error 38.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model TPEI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLE | Sector · Energy | 100.0% |