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Simplify Propel Opportunities ETF (SURI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US82889N6242

Issuer

Simplify

Inception Date

Feb 7, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

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:
SURI vs. HEQT SURI vs. LIFE.TO SURI vs. MSTY SURI vs. PEX SURI vs. ^GSPC SURI vs. TIME SURI vs. IYH SURI vs. QYLD SURI vs. SPY
Popular comparisons:
SURI vs. HEQT SURI vs. LIFE.TO SURI vs. MSTY SURI vs. PEX SURI vs. ^GSPC SURI vs. TIME SURI vs. IYH SURI vs. QYLD SURI vs. SPY

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
12.31%
12.92%
SURI (Simplify Propel Opportunities ETF)
Benchmark (^GSPC)

Returns By Period

Simplify Propel Opportunities ETF had a return of 25.13% year-to-date (YTD) and 41.29% in the last 12 months.


SURI

YTD

25.13%

1M

-1.79%

6M

12.31%

1Y

41.29%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.67%24.08%0.43%-14.92%3.12%4.34%9.73%0.59%0.97%-2.46%25.13%
2023-3.13%-13.46%12.01%-3.14%6.07%0.65%-2.51%-3.45%-7.80%5.64%9.10%-2.87%

Expense Ratio

SURI has a high expense ratio of 2.51%, indicating higher-than-average management fees.


Expense ratio chart for SURI: current value at 2.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SURI is 52, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SURI is 5252
Combined Rank
The Sharpe Ratio Rank of SURI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SURI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SURI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SURI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SURI is 4343
Martin 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 Propel Opportunities ETF (SURI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SURI, currently valued at 1.49, compared to the broader market0.002.004.001.492.54
The chart of Sortino ratio for SURI, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.002.163.40
The chart of Omega ratio for SURI, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.47
The chart of Calmar ratio for SURI, currently valued at 2.55, compared to the broader market0.005.0010.0015.002.553.66
The chart of Martin ratio for SURI, currently valued at 5.75, compared to the broader market0.0020.0040.0060.0080.00100.005.7516.26
SURI
^GSPC

The current Simplify Propel Opportunities ETF Sharpe ratio is 1.49. 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 Propel Opportunities 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.49
2.54
SURI (Simplify Propel Opportunities ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Simplify Propel Opportunities ETF provided a 14.21% dividend yield over the last twelve months, with an annual payout of $3.29 per share.


14.71%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$3.29$3.04

Dividend yield

14.21%14.71%

Monthly Dividends

The table displays the monthly dividend distributions for Simplify Propel Opportunities 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$0.68$0.00$0.00$1.25$0.00$0.00$0.68$0.00$0.00$2.61
2023$1.00$0.00$0.00$0.68$0.00$0.00$0.68$0.00$0.00$0.68$3.04

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.46%
-0.88%
SURI (Simplify Propel Opportunities ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Simplify Propel Opportunities 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 Propel Opportunities ETF was 19.43%, occurring on Oct 27, 2023. Recovery took 72 trading sessions.

The current Simplify Propel Opportunities ETF drawdown is 12.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.43%Feb 16, 2023176Oct 27, 202372Feb 12, 2024248
-16.81%Mar 4, 202438Apr 25, 202454Jul 15, 202492
-16.21%Nov 8, 20246Nov 15, 2024
-12.52%Jul 17, 202441Sep 12, 202436Nov 1, 202477
-2.96%Feb 13, 20241Feb 13, 20242Feb 15, 20243

Volatility

Volatility Chart

The current Simplify Propel Opportunities ETF volatility is 11.21%, 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%12.00%JuneJulyAugustSeptemberOctoberNovember
11.21%
3.96%
SURI (Simplify Propel Opportunities ETF)
Benchmark (^GSPC)