SVOL
Simplify Volatility Premium ETF
$22.70
-0.01 (-0.04%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 1013.555M |
| 52 Week High | 22.71 |
| 52 Week Low | 19.347 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0116 |
Overview
| 52 Week High | 22.71 |
|---|---|
| 52 Week Low | 19.35 |
| Market Cap | 1,013.56M |
| Shares Outstanding | 44.65M |
| Income Dividend Yield | 15.89% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 15.89% |
Returns Annualized
| One Day | -10.51% |
|---|---|
| Five Days | 46.12% |
| One Months | 18.14% |
| Three Months | 20.84% |
| Six Months | 14.51% |
| Nine Months | 20.03% |
| One Year | 16.36% |
| Three Years | 10.45% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 15.84% |
| Since Inception | 12.31% |
Returns Total
| One Day | -0.04% |
|---|---|
| Five Days | 0.75% |
| One Month | 1.33% |
| Three Months | 4.76% |
| Six Months | 6.89% |
| Nine Months | 14.49% |
| One Year | 16.34% |
| Three Years | 34.56% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 7.87% |
| Since Inception | 43.98% |
Yearly Returns
| 2024 | 7.87% |
|---|---|
| 2023 | 22.84% |
| 2022 | -3.21% |
| 2021 | 12.25% |
| 2020 | 0.00% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | 0.33% |
|---|---|
| Beta | 0.46 |
| Correlation | 76.66% |
| Downside Deviation | 1.72% |
| Coefficient of determination | 58.77% |
| Standard Deviation | 1.91% |
| Sharpe Ratio | -1.86 |
| Sortino | -7.17 |
| Treynor | 24.06 |
| Ulcer Index | 1.23 |
| Ulcer Performance Index | -10.04 |