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Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) Sortino Ratio

ETF · Currency in USD · Last updated Jul 17, 2026

The Simplify Chinese Commodities Strategy No K-1 ETF is an actively managed ETF that seeks long-term capital appreciation by systematically investing in commodity futures traded on major Chinese commodity futures exchanges. The fund uses long/short models designed by Altis Partners and provides access to China-based commodity markets without issuing a Schedule K-1.

Sortino ratio is not yet available for CCOM. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Simplify Chinese Commodities Strategy No K-1 ETF's Sortino Ratio with other ETFs in the Commodities category across multiple time periods, showing how CCOM's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
BWETBreakwave Tanker Shipping ETF6.15
ZSCUSCF Sustainable Commodity Strategy Fund3.17
COMDirexion Auspice Broad Commodity Strategy ETF3.07
FTGCFirst Trust Global Tactical Commodity Strategy Fund2.92
CMCIVanEck CMCI Commodity Strategy ETF2.83
HGERHarbor Commodity All-Weather Strategy ETF2.83
CMDTPIMCO Commodity Strategy Active Exchange-Traded Fund2.82
PITVanEck Commodity Strategy ETF2.80
CERYSPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF2.79
EVMTInvesco Electric Vehicle Metals Commodity Strategy No K-1 ETF2.70
CCOMSimplify Chinese Commodities Strategy No K-1 ETF—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows CCOM's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CCOM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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