SVOL
Simplify Volatility Premium ETF
$22.44
0.04 (0.18%)
Currency in USD / Last Updated: 4/24/2024
| Category | Large Cap |
|---|---|
| Market Cap | 851.037M |
| 52 Week High | 22.7 |
| 52 Week Low | 18.545 |
Customize MutualFund.com
Log in or sign up to get started.
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0116 |
Overview
| 52 Week High | 22.70 |
|---|---|
| 52 Week Low | 18.55 |
| Market Cap | 851.04M |
| Shares Outstanding | 37.93M |
| Income Dividend Yield | 16.35% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 16.35% |
Returns Annualized
| One Day | 56.84% |
|---|---|
| Five Days | 171.57% |
| One Months | -7.82% |
| Three Months | 6.48% |
| Six Months | 20.84% |
| Nine Months | 12.42% |
| One Year | 19.48% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 8.10% |
| Since Inception | 11.25% |
Returns Total
| One Day | 0.18% |
|---|---|
| Five Days | 2.00% |
| One Month | -0.71% |
| Three Months | 1.58% |
| Six Months | 9.83% |
| Nine Months | 9.22% |
| One Year | 19.46% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 2.47% |
| Since Inception | 36.76% |
Yearly Returns
| 2024 | 2.47% |
|---|---|
| 2023 | 22.84% |
| 2022 | -3.21% |
| 2021 | 12.25% |
| 2020 | 0.00% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | 4.73% |
|---|---|
| Beta | 0.49 |
| Correlation | 80.17% |
| Downside Deviation | 1.79% |
| Coefficient of determination | 64.27% |
| Standard Deviation | 2.09% |
| Sharpe Ratio | -0.7 |
| Sortino | -2.82 |
| Treynor | 28.82 |
| Ulcer Index | 1.23 |
| Ulcer Performance Index | -4.12 |