Simplify Volatility Premium ETFSimplify Volatility Premium ETFSimplify Volatility Premium ETF

Simplify Volatility Premium ETF

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Key stats


Assets under management (AUM)
‪1.22 B‬USD
Fund flows (1Y)
‪731.27 M‬USD
Dividend yield (indicated)
16.16%
Discount/Premium to NAV
−0.3%

About Simplify Volatility Premium ETF


Issuer
Simplify Asset Management, Inc.
Brand
Simplify
Expense ratio
0.72%
Home page
Inception date
May 12, 2021
Index tracked
No Underlying Index
Management style
Active
SVOL seeks to provide the daily investment results of -0.2x to -0.3x of the performance of the S&P 500 VIX short-term futures index. The fund primarily purchases or sells futures contracts, call options, and put options on the VIX futures to pursue its investment objective. Through its short exposure and erosion of time value, the fund looks to provide a source of monthly income. The fund also uses VIX call options as a hedge against adverse moves in VIX. The funds exposure is reset daily. Due to the nature of compounding, investors who hold shares of SVOL longer than a day, may experience performance returns that are different than the index. This performance difference can be significant during times of increased volatility. The fund invests through a subsidiary, which avoids K-1 tax reporting and credit risk investors face with other products in this space.

Classification


Asset Class
Alternatives
Category
Tactical tools
Focus
Volatility
Niche
S&P 500 short-term
Strategy
Active
Weighting scheme
Proprietary
Selection criteria
Proprietary
What's in the fund
Exposure type
Bonds, Cash & Other
ETF
Mutual fund
Bonds, Cash & Other100.00%
ETF58.14%
Mutual fund40.85%
Government0.68%
Cash0.33%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Displays a symbol's price movements over previous years to identify recurring trends.