SIMPLIFY US EQUITY PLUS CONVEXITY ETF
Symbol: SPYC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: N/A
Latest date: 16/07/2026
Current price: $45.61
Expense ratio: 0.53%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.51%
Ann. -45.56% (Sharpe / Sortino numerator)
Volatility
13.65%
Sharpe ratio
-3.603
VaR 95%
-1.35%
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
7.57%
Ann. -25.77% (Sharpe / Sortino numerator)
Volatility
14.50%
Sharpe ratio
-2.028
VaR 95%
-1.44%
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
6.21%
Ann. -14.52% (Sharpe / Sortino numerator)
Volatility
16.03%
Sharpe ratio
-1.133
VaR 95%
-1.51%
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
13.02%
Ann. 13.85% (Sharpe / Sortino numerator)
Volatility
26.11%
Sharpe ratio
0.392
VaR 95%
-1.66%
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
19.88%
Ann. 8.15% (Sharpe / Sortino numerator)
Volatility
22.73%
Sharpe ratio
0.199
VaR 95%
-2.08%
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
58.86%
Ann. 15.25% (Sharpe / Sortino numerator)
Volatility
20.03%
Sharpe ratio
0.580
VaR 95%
-1.66%
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
0.053%
Best day
2.838%
Worst day
-3.249%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $45.67 | $45.80 | $45.48 | $45.61 | 3,000 |
| 15/07/2026 | $45.77 | $45.98 | $45.76 | $45.98 | 5,100 |
| 14/07/2026 | $45.76 | $45.86 | $45.75 | $45.86 | 4,500 |
| 13/07/2026 | $45.84 | $45.84 | $45.55 | $45.63 | 7,300 |
| 10/07/2026 | $45.91 | $46.11 | $45.90 | $46.11 | 3,800 |
| 09/07/2026 | $45.58 | $45.96 | $45.58 | $45.80 | 14,700 |
| 08/07/2026 | $45.28 | $45.35 | $45.06 | $45.34 | 4,500 |
| 07/07/2026 | $45.52 | $45.63 | $45.35 | $45.48 | 9,600 |
| 06/07/2026 | $45.72 | $45.95 | $45.72 | $45.92 | 3,600 |
| 02/07/2026 | $45.84 | $45.84 | $45.02 | $45.38 | 3,900 |