See what your fund actually adds
USCF Energy Commodity Strategy Absolute Return Fund USE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | USE | Replication |
|---|---|---|
| Annualized growth | 18.2% | 17.0% |
| Annualized volatility | 29.8% | 14.9% |
| Sharpe ratio | 0.71 | 1.13 |
| Maximum drawdown | 25.5% | 11.2% |
| Replication fit (R²) | 0.39 · Tracking error 23.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model USE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 59.6% |
| XLE | Sector · Energy | 40.4% |