SIMPLIFY US EQUITY PLUS DOWNSIDE CONVEXITY ETF
Free full Seasonality data:
SPD vs SPY 1 Year Daily ReturnsSPD has a beta of 0.92. In the past year, SPD has been less volatile than the S&P500.
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SPD Historical BetaSince 2024-08-07, the beta for SPD changed by +0.13 and had an average of 0.83.
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SPD Sharpe RatioSPD has a 1 year sharpe of 0.72 which is +0.38 compared to the S&P500.
Display:
1y
Timeframe:
1y
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SPD Daily P/L Normal DistributionSPD has a P/L mean of 0.07% and a std dev of 1.53%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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SPD 1 Year DrawdownSPD had a max drawdown of 15.65% in the previous year.
1y
SPD Yearly Drawdown Duration