Summary
SPD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.76% Volatility 23.03% Sharpe 0.60
Official loaded data — not a live quote.

SIMPLIFY US EQUITY PLUS DOWNSIDE CONVEXITY ETF

Symbol: SPD

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 03/09/2020

Latest date: 20/07/2026

Current price: $41.09

Expense ratio: 0.53%

Assets under management
$106.8M
-0.46% 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

-0.96%

Ann. -48.14% (Sharpe / Sortino numerator)

Volatility

11.30%

Sharpe ratio

-4.583

VaR 95%

-1.06%

CVaR 95%: -1.20%
Max drawdown: -7.20%
Sortino ratio: -8.254
Calmar ratio: -6.69

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

4.86%

Ann. -24.95% (Sharpe / Sortino numerator)

Volatility

12.66%

Sharpe ratio

-2.257

VaR 95%

-1.33%

CVaR 95%: -1.76%
Max drawdown: -10.46%
Sortino ratio: -3.380
Calmar ratio: -2.39

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

6.73%

Ann. -15.00% (Sharpe / Sortino numerator)

Volatility

13.44%

Sharpe ratio

-1.386

VaR 95%

-1.37%

CVaR 95%: -1.90%
Max drawdown: -12.14%
Sortino ratio: -2.058
Calmar ratio: -1.24

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

9.76%

Ann. 17.56% (Sharpe / Sortino numerator)

Volatility

23.03%

Sharpe ratio

0.605

VaR 95%

-1.46%

CVaR 95%: -2.60%
Max drawdown: -12.14%
Sortino ratio: 1.139
Calmar ratio: 1.45

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

27.31%

Ann. 9.39% (Sharpe / Sortino numerator)

Volatility

18.90%

Sharpe ratio

0.305

VaR 95%

-1.56%

CVaR 95%: -2.35%
Max drawdown: -15.18%
Sortino ratio: 0.502
Calmar ratio: 0.62

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

52.94%

Ann. 14.19% (Sharpe / Sortino numerator)

Volatility

16.55%

Sharpe ratio

0.638

VaR 95%

-1.32%

CVaR 95%: -2.05%
Max drawdown: -15.18%
Sortino ratio: 1.043
Calmar ratio: 0.93

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.041%

Best day

2.413%

08/04/2026
Worst day

-2.47%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $41.28 $41.40 $41.03 $41.09 10,200
17/07/2026 $41.21 $41.33 $41.09 $41.16 6,300
16/07/2026 $41.77 $41.77 $41.47 $41.55 14,800
15/07/2026 $41.80 $41.87 $41.59 $41.81 6,900
14/07/2026 $41.59 $41.74 $41.59 $41.74 4,000
13/07/2026 $41.83 $41.83 $41.52 $41.55 4,000
10/07/2026 $41.77 $41.92 $41.68 $41.84 17,500
09/07/2026 $41.58 $41.75 $41.48 $41.70 4,100
08/07/2026 $41.20 $41.32 $41.20 $41.30 3,500
07/07/2026 $41.40 $41.52 $41.32 $41.41 9,700