See what your fund actually adds

Cambria Trinity ETF TRTY

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

Fund and replication metrics

TRTY compared with its replication portfolio
MeasureTRTYReplication
Annualized growth6.4%7.9%
Annualized volatility8.9%6.7%
Sharpe ratio0.741.17
Maximum drawdown11.9%10.6%
Replication fit (R²)0.76 · Tracking error 4.3%

Replication portfolio

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

TRTY replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures46.0%
EMLCFI · EM Local Currency20.5%
EFVIntl · Value17.5%
BCIAlternatives · Commodities16.1%