CYA

Simplify Tail Risk Strategy ETF

NAV as of 28-Sep-2023

5.5360

4 Week: 4.18 - 6.54

52 Week: 4.18 - 19.53

Latest Closing Price

5.37

Premium / Discount

-1.04

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:
21,814,569
Launch Date:
12/09/2021
Asset Class:
Miscellaneous
Replication Method:
Not Applicable
Number of Holdings:
17
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / Equity
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-49.024.47-10.97
1 Day10.990.000.00
1 Week-8.8724.93-0.36
1 Month36.9448.140.77
3 Months2.1452.210.04
6 Months-34.9756.15-0.62
1 Year-69.4866.15-1.05
2 Years-75.8676.05-1.00
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: 17

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 21,814,569

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Simplify Aggregate Bond ETF33.6602283,427-49,8866,266,571
2Simplify Enhanced Income ETF20.0788149,7674,7713,738,094
3Simplify Stable Income ETF20.0338149,0704,7453,729,731
4Simplify Interest Rate Hedge ETF11.934229,1044412,221,799

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*

19.9183

Price/Book*

3.7115

Price/Sales*

2.2500

Price/Cash Flow*

12.7850

Dividend Yield*

1.7208

Growth Measures

Long-Term Earnings

10.8728

Historical Earnings

15.8115

Sales Growth

11.3906

Cash-Flow Growth

7.9486

Book-Value Growth

4.6430

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration5.71
Average Effective Maturity (Years)*7.76
Average Credit Quality11.00
Average Weighted Coupon*2.88
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA59.38
AA1.70
A9.42
BBB9.88
BB10.09
B7.45
Below B2.07
Not Rated0.00

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years6.41
3 to 5 Years2.02
5 to 7 Years1.89
7 to 10 Years1.43
10 to 15 Years0.87
15 to 20 Years0.77
20 to 30 Years5.52
Over 30 Years0.24
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days22.14
183 to 364 Days0.01

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

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.

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