SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF
Symbol: SDMF
Exchange: NYSE
Sector: Technology
Category: Systematic Trend
Inception date: 17/02/2026
Latest date: 15/10/2026
Current price: $27.30
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.32%
Ann. 13.31% (Sharpe / Sortino numerator)
Volatility
8.64%
Sharpe ratio
1.121
VaR 95%
-0.94%
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
6.33%
Ann. -2.33% (Sharpe / Sortino numerator)
Volatility
13.81%
Sharpe ratio
-0.431
VaR 95%
-1.41%
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
9.47%
Ann. 5.43% (Sharpe / Sortino numerator)
Volatility
12.89%
Sharpe ratio
0.139
VaR 95%
-1.41%
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 1M
Daily simple returns from the same adjusted closes used by the performance chart: 15/09/2026 - 15/10/2026.
Average daily return
0.107%
Best day
1.972%
Worst day
-0.92%
Days with data
22
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $27.09 | $27.37 | $26.98 | $27.30 | 121,600 |
| 14/10/2026 | $27.83 | $27.83 | $27.52 | $27.52 | 4,800 |
| 13/10/2026 | $27.52 | $27.65 | $27.52 | $27.64 | 4,600 |
| 12/10/2026 | $27.77 | $27.79 | $27.72 | $27.75 | 26,800 |
| 09/10/2026 | $27.68 | $27.68 | $27.53 | $27.58 | 3,000 |
| 08/10/2026 | $27.70 | $27.76 | $27.38 | $27.40 | 13,500 |
| 07/10/2026 | $27.74 | $27.74 | $27.48 | $27.53 | 9,700 |
| 06/10/2026 | $27.52 | $27.59 | $27.43 | $27.47 | 272,600 |
| 05/10/2026 | $27.60 | $27.72 | $27.55 | $27.57 | 10,700 |
| 02/10/2026 | $27.23 | $27.49 | $27.09 | $27.44 | 14,600 |