Summary
SPYC
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 18.61% Volatility 26.11% Sharpe 0.39
Official loaded data — not a live quote.

SIMPLIFY US EQUITY PLUS CONVEXITY ETF

Symbol: SPYC

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 03/09/2020

Latest date: 02/06/2026

Current price: $46.26

Expense ratio: 0.53%

Assets under management
$100.2M
0.15% 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

6.40%

Ann. -45.56% (Sharpe / Sortino numerator)

Volatility

13.65%

Sharpe ratio

-3.603

VaR 95%

-1.35%

CVaR 95%: -1.41%
Max drawdown: -7.68%
Sortino ratio: -6.312
Calmar ratio: -5.93

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.

Period total return

10.39%

Ann. -25.77% (Sharpe / Sortino numerator)

Volatility

14.50%

Sharpe ratio

-2.028

VaR 95%

-1.44%

CVaR 95%: -1.82%
Max drawdown: -11.56%
Sortino ratio: -3.234
Calmar ratio: -2.23

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

7.87%

Ann. -14.52% (Sharpe / Sortino numerator)

Volatility

16.03%

Sharpe ratio

-1.133

VaR 95%

-1.51%

CVaR 95%: -2.22%
Max drawdown: -13.68%
Sortino ratio: -1.681
Calmar ratio: -1.06

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

18.61%

Ann. 13.85% (Sharpe / Sortino numerator)

Volatility

26.11%

Sharpe ratio

0.392

VaR 95%

-1.66%

CVaR 95%: -3.16%
Max drawdown: -13.68%
Sortino ratio: 0.656
Calmar ratio: 1.01

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

35.71%

Ann. 8.15% (Sharpe / Sortino numerator)

Volatility

22.73%

Sharpe ratio

0.199

VaR 95%

-2.08%

CVaR 95%: -3.08%
Max drawdown: -22.81%
Sortino ratio: 0.297
Calmar ratio: 0.36

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

70.54%

Ann. 15.25% (Sharpe / Sortino numerator)

Volatility

20.03%

Sharpe ratio

0.580

VaR 95%

-1.66%

CVaR 95%: -2.68%
Max drawdown: -22.81%
Sortino ratio: 0.861
Calmar ratio: 0.67

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

2.838%

08/04/2026
Worst day

-3.249%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $46.19 $46.35 $46.19 $46.26 2,600
01/06/2026 $46.07 $46.39 $46.01 $46.28 4,000
29/05/2026 $46.02 $46.19 $45.98 $46.10 5,800
28/05/2026 $45.85 $46.07 $45.85 $46.05 4,000
27/05/2026 $45.73 $45.73 $45.49 $45.68 85,700
26/05/2026 $45.83 $45.83 $45.58 $45.69 5,100
22/05/2026 $45.54 $45.57 $45.25 $45.35 1,700
21/05/2026 $44.86 $45.29 $44.86 $45.16 5,500
20/05/2026 $45.10 $45.20 $45.04 $45.20 7,000
19/05/2026 $44.41 $44.79 $44.39 $44.43 4,300