CYA Simplify Tail Risk Strategy ETF

NAV as of 30-Mar-2023

9.5701

4 Week: 9.57 - 11.56

52 Week: 9.57 - 23.00

Latest Closing Price

9.57

Premium / Discount

-2.16

Expense Ratio

0.84%

Investment Objective

The investment seeks to provide income and capital appreciation while protecting against significant downside risk. The fund is an actively managed, fund of funds ETF that seeks to achieve its investment objective by investing in fixed income and income generating ETFs. The fund will invest between 50-90% of its assets in income generating ETFs including affiliated funds managed by the adviser. The fund may invest up to 20% of its portfolio in derivatives to hedge all or some of the downside risks associated with investing in equity securities commonly known as “tail risk”.

Main Fund Characteristics

Fund Manager:
Simplify Asset Management
Asset Under Management:
20,144,520
Launch Date:
12/09/2021
Asset Class:
Allocation
Replication Method:
Not Applicable
Number of Holdings:
13
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / Moderate Allocation
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-18.133.09-5.87
1 Day-0.260.000.00
1 Week-3.111.19-2.61
1 Month-12.5017.80-0.70
3 Months-18.1324.51-0.74
6 Months-58.3935.29-1.65
1 Year-52.8350.49-1.05
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.0000-45.3978
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.0000100.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 13

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 20,144,520

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Simplify Short Term Trsy Futs Strat ETF29.6831252,407217,5865,979,522
2Simplify Interest Rate Hedge ETF17.426454,19912,1743,510,469

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant8.47
Large6.14
Medium2.66
Small0.01
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

7.4521

Price/Book*

0.4148

Price/Sales*

1.3413

Price/Cash Flow*

0.0000

Dividend Yield*

1.9690

Growth Measures

Long-Term Earnings

28.4140

Historical Earnings

141.2827

Sales Growth

0.0000

Cash-Flow Growth

0.0000

Book-Value Growth

0.0000

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*4.50
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA4.12
AA0.09
A0.38
BBB0.81
BB51.79
B32.87
Below B9.44
Not Rated0.51

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years12.04
3 to 5 Years2.04
5 to 7 Years1.84
7 to 10 Years1.19
10 to 15 Years0.23
15 to 20 Years0.21
20 to 30 Years1.24
Over 30 Years0.09
1 to 7 Days0.00
8 to 30 Days6.80
31 to 90 Days25.15
91 to 182 Days8.13
183 to 364 Days0.00

Data Source: Morningstar

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For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.