CYA Performance — Simplify Tail Risk Strategy ETF
Data updated: 2024-02-28
CYA returned −98.33% over one year to Dec 2023. Over one year the fund trailed its US Large Blend category average: $100 grew to $2, against $120 for the category. Volatility over the past 12 months was 97.19% a year. In the 12 months to Dec 2023 the fund took in a net $108.2M, and assets reached $2.16M.
CYA Growth of $100
What $100 invested in Simplify Tail Risk Strategy ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | CYA | Category average |
|---|---|---|
| 1 year (Jan 2023 – Dec 2023) | $2 | $120 |
| Since data start (Sep 2021 – Dec 2023) | $1 | $105 |
CYA Trailing Returns
Total returns to Dec 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −98.33% |
| 3 years (annualised) | −86.86% |
CYA Annual Returns
Calendar-year total returns of Simplify Tail Risk Strategy ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 | −98.33% |
| 2022 | −45.40% |
| 2021 (Sep–Dec) | −3.70% |
CYA Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | −7.5% | +3.4% | −16.7% | −14.8% | −8.1% | −17.9% | −12.9% | −13.7% | +17.9% | −40.4% | −83.4% | −62.8% |
| 2022 | −2.8% | −2.9% | −6.8% | +3.4% | −4.3% | +1.6% | −11.7% | −0.2% | +29.8% | −35.0% | −14.8% | −2.5% |
| 2021 | — | — | — | — | — | — | — | — | −1.4% | −0.4% | −1.7% | −0.3% |
CYA Risk
Risk measures from monthly returns over Jan 2023 – Dec 2023.
- 1-year volatility (annualised): 97.19%
- Best month: +17.86% (Sep 2023)
- Worst month: −83.42% (Nov 2023)
CYA Fund Flows
Monthly money in and out of Simplify Tail Risk Strategy ETF, from SEC Form N-PORT.
- 12-month net flow: $108.2M
- 12-month gross sales (incl. reinvestments): $60.5M
- Sales ÷ redemptions: -1.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2023 | $937K | −$2.2M | $3.1M |
| Nov 2023 | $10.8M | $0 | $10.8M |
| Oct 2023 | $21.0M | −$17.5M | $38.6M |
| Sep 2023 | $7.1M | −$20.9M | $27.9M |
| Aug 2023 | $1.6M | −$588K | $2.2M |
| Jul 2023 | $8.5M | −$1.4M | $9.9M |
| Jun 2023 | $2.2M | −$324K | $2.6M |
| May 2023 | $6.1M | $0 | $6.1M |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $2.3M | −$1.9M | $4.2M |
| Feb 2023 | $0 | −$1.1M | $1.1M |
| Jan 2023 | $0 | −$1.8M | $1.8M |
CYA Assets Under Management
Net assets of Simplify Tail Risk Strategy ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-12-29 | $2.16M |
| 2023-09-29 | $13.25M |
| 2023-06-30 | $16.71M |
| 2023-03-31 | $16.94M |
| 2022-12-30 | $23.73M |
| 2022-09-30 | $90.36M |
| 2022-06-30 | $104.40M |
| 2022-03-31 | $74.16M |
| 2021-12-31 | $28.95M |
| 2021-09-30 | $14.17M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.