See what your fund actually adds
Simplify Intermediate Term Treasury Futures Strategy ETF TYA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TYA | Replication |
|---|---|---|
| Annualized growth | -11.9% | -7.3% |
| Annualized volatility | 19.5% | 13.6% |
| Sharpe ratio | -0.55 | -0.49 |
| Maximum drawdown | 50.6% | 40.7% |
| Replication fit (R²) | 0.75 · Tracking error 9.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model TYA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 100.0% |