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Simplify Macro Strategy ETF (FIG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS82889N7158
IssuerSimplify
Inception DateMay 16, 2022
RegionGlobal (Broad)
CategoryDiversified Portfolio
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FIG has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for FIG: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: FIG vs. GAA, FIG vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Simplify Macro Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-5.15%
7.53%
FIG (Simplify Macro Strategy ETF)
Benchmark (^GSPC)

Returns By Period

Simplify Macro Strategy ETF had a return of -4.95% year-to-date (YTD) and -2.58% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.95%17.79%
1 month1.77%0.18%
6 months-5.15%7.53%
1 year-2.58%26.42%
5 years (annualized)N/A13.48%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of FIG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.17%-1.11%1.07%-2.22%-3.80%-2.30%0.56%1.24%-4.95%
20231.79%-0.96%0.53%1.25%-0.19%-0.70%0.33%-2.34%-0.73%-0.08%1.20%2.56%2.59%
20221.76%-7.27%8.85%-2.30%-4.54%0.09%4.07%-3.02%-3.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIG is 7, indicating that it is in the bottom 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FIG is 77
FIG (Simplify Macro Strategy ETF)
The Sharpe Ratio Rank of FIG is 88Sharpe Ratio Rank
The Sortino Ratio Rank of FIG is 88Sortino Ratio Rank
The Omega Ratio Rank of FIG is 77Omega Ratio Rank
The Calmar Ratio Rank of FIG is 66Calmar Ratio Rank
The Martin Ratio Rank of FIG is 88Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Simplify Macro Strategy ETF (FIG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FIG
Sharpe ratio
The chart of Sharpe ratio for FIG, currently valued at -0.18, compared to the broader market0.002.004.00-0.18
Sortino ratio
The chart of Sortino ratio for FIG, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.15
Omega ratio
The chart of Omega ratio for FIG, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.500.97
Calmar ratio
The chart of Calmar ratio for FIG, currently valued at -0.16, compared to the broader market0.005.0010.0015.00-0.16
Martin ratio
The chart of Martin ratio for FIG, currently valued at -0.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.09

Sharpe Ratio

The current Simplify Macro Strategy ETF Sharpe ratio is -0.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Simplify Macro Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.18
2.06
FIG (Simplify Macro Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Simplify Macro Strategy ETF granted a 2.89% dividend yield in the last twelve months. The annual payout for that period amounted to $0.62 per share.


PeriodTTM20232022
Dividend$0.62$0.98$0.82

Dividend yield

2.89%4.29%3.51%

Monthly Dividends

The table displays the monthly dividend distributions for Simplify Macro Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.00$0.16
2023$0.07$0.02$0.08$0.07$0.07$0.07$0.07$0.07$0.06$0.06$0.06$0.28$0.98
2022$0.01$0.07$0.00$0.07$0.12$0.14$0.40$0.82

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-8.30%
-0.86%
FIG (Simplify Macro Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Simplify Macro Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Simplify Macro Strategy ETF was 13.88%, occurring on May 2, 2024. The portfolio has not yet recovered.

The current Simplify Macro Strategy ETF drawdown is 8.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.88%Aug 17, 2022430May 2, 2024
-9.5%Jun 1, 202212Jun 16, 202229Jul 29, 202241
-2.54%May 18, 20223May 20, 20224May 26, 20227
-1%Aug 1, 20229Aug 11, 20222Aug 15, 202211

Volatility

Volatility Chart

The current Simplify Macro Strategy ETF volatility is 3.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
3.30%
3.99%
FIG (Simplify Macro Strategy ETF)
Benchmark (^GSPC)