Summary
CDX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -1.77% Volatility 15.96% Sharpe -0.33
Official loaded data — not a live quote.

SIMPLIFY HIGH YIELD ETF

Symbol: CDX

Exchange: NYSE

Sector: Technology

Category: High Yield Bond

Inception date: 14/02/2022

Latest date: 03/06/2026

Current price: $21.03

Expense ratio: 0.25%

Assets under management
$439.6M
-0.19% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.71%

Ann. -23.16% (Sharpe / Sortino numerator)

Volatility

10.74%

Sharpe ratio

-2.493

VaR 95%

-1.06%

CVaR 95%: -1.13%
Max drawdown: -2.96%
Sortino ratio: -5.089
Calmar ratio: -7.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.76%

Ann. -9.51% (Sharpe / Sortino numerator)

Volatility

7.42%

Sharpe ratio

-1.772

VaR 95%

-0.78%

CVaR 95%: -1.02%
Max drawdown: -4.29%
Sortino ratio: -2.563
Calmar ratio: -2.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-2.70%

Ann. -7.11% (Sharpe / Sortino numerator)

Volatility

6.01%

Sharpe ratio

-1.787

VaR 95%

-0.66%

CVaR 95%: -0.88%
Max drawdown: -4.53%
Sortino ratio: -2.518
Calmar ratio: -1.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.77%

Ann. -1.57% (Sharpe / Sortino numerator)

Volatility

15.96%

Sharpe ratio

-0.326

VaR 95%

-0.63%

CVaR 95%: -1.86%
Max drawdown: -8.88%
Sortino ratio: -0.357
Calmar ratio: -0.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.55%

Ann. 6.21% (Sharpe / Sortino numerator)

Volatility

12.38%

Sharpe ratio

0.209

VaR 95%

-0.68%

CVaR 95%: -1.43%
Max drawdown: -8.88%
Sortino ratio: 0.233
Calmar ratio: 0.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.03%

Ann. 7.56% (Sharpe / Sortino numerator)

Volatility

10.89%

Sharpe ratio

0.361

VaR 95%

-0.68%

CVaR 95%: -1.26%
Max drawdown: -8.88%
Sortino ratio: 0.423
Calmar ratio: 0.85

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.006%

Best day

1.179%

08/04/2026
Worst day

-1.194%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.07 $21.15 $21.03 $21.03 139,900
02/06/2026 $21.10 $21.18 $21.06 $21.07 124,200
01/06/2026 $21.12 $21.14 $21.02 $21.02 238,000
29/05/2026 $21.08 $21.19 $21.08 $21.14 187,400
28/05/2026 $21.13 $21.20 $21.10 $21.10 459,000
27/05/2026 $21.19 $21.20 $21.15 $21.18 141,500
26/05/2026 $21.07 $21.26 $21.07 $21.19 77,600
22/05/2026 $21.26 $21.34 $21.25 $21.31 61,500
21/05/2026 $21.22 $21.37 $21.20 $21.37 940,300
20/05/2026 $21.16 $21.35 $21.16 $21.27 73,800