FIG
Simplify Macro Strategy ETF
NAV as of
4 Week: 23.26 - 23.90
52 Week: 22.97 - 25.58
Latest Closing Price
23.32
Premium / Discount
0.13
Expense Ratio
0.72%
Investment Objective
The investment seeks to provide absolute returns. The fund will primarily invest in equity, fixed income, and alternative ETFs that are managed by the adviser. It may invest up to 20% of the fund’s portfolio in derivatives. Such derivatives include equity, treasury, commodity, and currency futures (derivative contracts that obligate the buyer or seller to transact at a set price and predetermined time) and exchange-traded and over the counter (“OTC”) put and call options on equities, treasuries, commodities, and currencies or futures.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 0.05 | 0.62 | 0.08 |
| 1 Day | 0.08 | 0.00 | 0.00 |
| 1 Week | -1.27 | 1.03 | -1.24 |
| 1 Month | -0.65 | 3.89 | -0.17 |
| 3 Months | -0.45 | 4.93 | -0.09 |
| 6 Months | -2.00 | 8.28 | -0.24 |
| 1 Year | 0.00 | 0.00 | 0.00 |
| 2 Years | 0.00 | 0.00 | 0.00 |
| 3 Years | 0.00 | 0.00 | 0.00 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 12
Number of Bond Holdings: 0
Number of Equity Holdings: 4
Total Market Value: 35,447,784
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Simplify Managed Futures Strategy ETF | 22.2143 | 285,106 | 90,288 | 7,771,990 |
| 2 | Simplify High Yield PLUS Credit Hdg ETF | 19.6573 | 324,855 | 102,866 | 6,877,375 |
| 3 | Simplify Volatility Premium ETF | 15.6979 | 248,400 | 78,660 | 5,492,124 |
| 4 | Simplify Short Term Trsy Futs Strat ETF | 14.8665 | 219,555 | 69,521 | 5,201,258 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| N.A | |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
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
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 4.54 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 2.12 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 1.61 |
| BB | 57.14 |
| B | 39.23 |
| Below B | 0.00 |
| Not Rated | -0.11 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 10.49 |
| 3 to 5 Years | 6.81 |
| 5 to 7 Years | 6.40 |
| 7 to 10 Years | 3.67 |
| 10 to 15 Years | 0.18 |
| 15 to 20 Years | 0.01 |
| 20 to 30 Years | 0.04 |
| Over 30 Years | 0.21 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 4.68 |
| 31 to 90 Days | 17.62 |
| 91 to 182 Days | 16.26 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(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.
