SIMPLIFY BITCOIN STRATEGY PLUS INCOME ETF
Symbol: MAXI
Exchange: NASDAQ
Sector: Consumer_Cyclical
Category: Digital Assets
Inception date: 29/09/2022
Latest date: 16/07/2026
Current price: $9.21
Expense ratio: 1.31%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.56%
Ann. -66.20% (Sharpe / Sortino numerator)
Volatility
60.05%
Sharpe ratio
-1.163
VaR 95%
-6.28%
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
-14.01%
Ann. -83.98% (Sharpe / Sortino numerator)
Volatility
75.58%
Sharpe ratio
-1.159
VaR 95%
-7.35%
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
-40.84%
Ann. -86.81% (Sharpe / Sortino numerator)
Volatility
75.88%
Sharpe ratio
-1.192
VaR 95%
-7.96%
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
-64.00%
Ann. -42.21% (Sharpe / Sortino numerator)
Volatility
76.27%
Sharpe ratio
-0.601
VaR 95%
-7.43%
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
-36.52%
Ann. -21.95% (Sharpe / Sortino numerator)
Volatility
70.52%
Sharpe ratio
-0.363
VaR 95%
-6.82%
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
28.49%
Ann. 10.50% (Sharpe / Sortino numerator)
Volatility
64.65%
Sharpe ratio
0.106
VaR 95%
-6.59%
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: 16/07/2025 - 16/07/2026.
Average daily return
-0.323%
Best day
13.434%
Worst day
-14.902%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $9.21 | $9.31 | $9.21 | $9.21 | 3,000 |
| 15/07/2026 | $9.39 | $9.68 | $9.39 | $9.45 | 11,200 |
| 14/07/2026 | $9.29 | $9.42 | $9.12 | $9.39 | 23,600 |
| 13/07/2026 | $8.91 | $8.92 | $8.64 | $8.73 | 16,200 |
| 10/07/2026 | $9.08 | $9.30 | $9.08 | $9.22 | 11,200 |
| 09/07/2026 | $8.97 | $9.14 | $8.90 | $9.08 | 7,100 |
| 08/07/2026 | $8.73 | $8.90 | $8.67 | $8.84 | 9,900 |
| 07/07/2026 | $9.14 | $9.39 | $9.03 | $9.29 | 10,700 |
| 06/07/2026 | $8.63 | $9.33 | $8.63 | $9.28 | 7,700 |
| 02/07/2026 | $8.70 | $8.90 | $8.70 | $8.77 | 21,400 |