Summary
QIS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -51.82% Volatility 42.21% Sharpe -1.17
Official loaded data — not a live quote.

SIMPLIFY MULTI-QIS ALTERNATIVE ETF

Symbol: QIS

Exchange: NYSE

Sector: Technology

Category: Multistrategy

Inception date: 10/07/2023

Latest date: 16/07/2026

Current price: $9.92

Expense ratio: 1.21%

Assets under management
$38.7M
0.00% 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

-5.61%

Ann. -76.11% (Sharpe / Sortino numerator)

Volatility

42.38%

Sharpe ratio

-1.882

VaR 95%

-4.46%

CVaR 95%: -6.47%
Max drawdown: -16.40%
Sortino ratio: -2.304
Calmar ratio: -4.64

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

-16.74%

Ann. -47.30% (Sharpe / Sortino numerator)

Volatility

38.37%

Sharpe ratio

-1.327

VaR 95%

-4.65%

CVaR 95%: -5.84%
Max drawdown: -25.58%
Sortino ratio: -1.720
Calmar ratio: -1.85

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.

Period total return

-36.14%

Ann. -58.05% (Sharpe / Sortino numerator)

Volatility

36.72%

Sharpe ratio

-1.680

VaR 95%

-4.38%

CVaR 95%: -5.98%
Max drawdown: -39.10%
Sortino ratio: -2.165
Calmar ratio: -1.48

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

-51.82%

Ann. -45.69% (Sharpe / Sortino numerator)

Volatility

42.21%

Sharpe ratio

-1.168

VaR 95%

-4.21%

CVaR 95%: -6.72%
Max drawdown: -52.63%
Sortino ratio: -1.327
Calmar ratio: -0.87

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

-59.35%

Ann. -28.65% (Sharpe / Sortino numerator)

Volatility

32.03%

Sharpe ratio

-1.008

VaR 95%

-2.90%

CVaR 95%: -5.28%
Max drawdown: -52.97%
Sortino ratio: -1.068
Calmar ratio: -0.54

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

-57.31%

Ann. -19.44% (Sharpe / Sortino numerator)

Volatility

29.18%

Sharpe ratio

-0.789

VaR 95%

-2.71%

CVaR 95%: -5.00%
Max drawdown: -57.91%
Sortino ratio: -0.813
Calmar ratio: -0.34

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.

Methodology: adjusted prices + daily simple return
Average daily return

-0.261%

Best day

6.489%

29/04/2026
Worst day

-7.957%

23/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $9.92 $9.92 $9.92 $9.92 100
15/07/2026 $10.12 $10.25 $10.12 $10.25 400
14/07/2026 $10.44 $10.44 $10.31 $10.31 1,000
13/07/2026 $10.05 $10.05 $10.05 $10.05 100
10/07/2026 $9.69 $9.71 $9.69 $9.71 600
09/07/2026 $9.82 $9.82 $9.82 $9.82 2,100
08/07/2026 $9.72 $9.80 $9.71 $9.80 1,900
07/07/2026 $10.04 $10.04 $9.78 $9.78 200
06/07/2026 $9.97 $9.97 $9.97 $9.97 100
02/07/2026 $9.71 $9.71 $9.71 $9.71 100