Simplify Volatility Premium Etf Performance
| SVOL Etf | USD 15.30 1.34 8.05% |
The entity has a beta of 2.06, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Simplify Volatility will likely underperform.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Simplify Volatility Premium has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain quite persistent which may send shares a bit higher in May 2025. The latest mess may also be a sign of long-standing up-swing for the ETF venture institutional investors. ...more
| In Threey Sharp Ratio | 0.25 |
Simplify |
Simplify Volatility Relative Risk vs. Return Landscape
If you would invest 1,946 in Simplify Volatility Premium on January 11, 2025 and sell it today you would lose (416.00) from holding Simplify Volatility Premium or give up 21.38% of portfolio value over 90 days. Simplify Volatility Premium is currently does not generate positive expected returns and assumes 3.5128% risk (volatility on return distribution) over the 90 days horizon. In different words, 31% of etfs are less volatile than Simplify, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Simplify Volatility Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simplify Volatility's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Simplify Volatility Premium, and traders can use it to determine the average amount a Simplify Volatility's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0936
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVOL |
Estimated Market Risk
| 3.51 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Simplify Volatility is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Simplify Volatility by adding Simplify Volatility to a well-diversified portfolio.
Simplify Volatility Fundamentals Growth
Simplify Etf prices reflect investors' perceptions of the future prospects and financial health of Simplify Volatility, and Simplify Volatility fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Simplify Etf performance.
| Total Asset | 72.4 M | |||
About Simplify Volatility Performance
By examining Simplify Volatility's fundamental ratios, stakeholders can obtain critical insights into Simplify Volatility's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Simplify Volatility is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
In pursuing its investment objective, the fund primarily purchases or sells futures contracts, call options, and put options on VIX futures. Simplify Volatility is traded on NYSEARCA Exchange in the United States.| Simplify Volatility generated a negative expected return over the last 90 days | |
| Simplify Volatility has high historical volatility and very poor performance | |
| The fund maintains all of the assets in different exotic instruments |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Simplify Volatility Premium. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
The market value of Simplify Volatility is measured differently than its book value, which is the value of Simplify that is recorded on the company's balance sheet. Investors also form their own opinion of Simplify Volatility's value that differs from its market value or its book value, called intrinsic value, which is Simplify Volatility's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Simplify Volatility's market value can be influenced by many factors that don't directly affect Simplify Volatility's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Simplify Volatility's value and its price as these two are different measures arrived at by different means. Investors typically determine if Simplify Volatility is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Simplify Volatility's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.