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Trending ETFs

Name

As of 07/12/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$26.01

$159 M

6.92%

$1.80

0.78%

Vitals

YTD Return

11.5%

1 yr return

12.4%

3 Yr Avg Return

N/A

5 Yr Avg Return

N/A

Net Assets

$159 M

Holdings in Top 10

93.3%

52 WEEK LOW AND HIGH

$26.3
$23.52
$28.23

Expenses

OPERATING FEES

Expense Ratio 0.78%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund


Name

As of 07/12/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$26.01

$159 M

6.92%

$1.80

0.78%

CTA - Profile

Distributions

  • YTD Total Return 11.5%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio N/A
DIVIDENDS
  • Dividend Yield 6.9%
  • Dividend Distribution Frequency Monthly

Fund Details

  • Legal Name
    Simplify Managed Futures Strategy ETF
  • Fund Family Name
    N/A
  • Inception Date
    Mar 08, 2022
  • Shares Outstanding
    N/A
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    Paul Kim

Fund Description

Principal Investment Strategies: The futures adviser, Altis Partners (Jersey) Limited (the “Futures Adviser”), advises the adviser with respect to futures contracts; however, the adviser ultimately decides on the selection and execution of the contracts.

Under normal market conditions, the Fund invests in a portfolio of equity, U.S. Treasury, commodity, and foreign exchange futures contracts (collectively, “Futures Contracts”). The Fund attempts to capture the economic benefit derived from rising trends based on the price changes of these Futures Contracts. Each month, each Futures Contract will generally be positioned long if it is experiencing a positive price trend. The Fund may take short positions if the Futures contract is experiencing a negative price trend. This positioning is based on a comparison of the recent returns of each Futures Contract and the Futures Adviser’s models that analyze various inputs including measures of relative and absolute momentum signals (prices trending higher or lower over various look back periods). The Fund will also hold short-term U.S.

Treasury securities or other high credit quality, short-term fixed-income or similar securities (such as shares of money market funds and collateralized repurchase agreements) for direct investment or as collateral for Futures Contracts. The Fund may also invest up to 100% of its assets in any short-term U.S. Treasury securities or other high credit quality, short-term fixed-income or similar securities (such as shares of money market funds and collateralized repurchase agreements). Reverse repurchase agreements are contracts in which a seller of securities, usually U.S. government securities or other money market instruments, agrees to buy the securities back at a specified time and price. Repurchase agreements are primarily used by the Fund as an indirect means of borrowing.

Typically, the Fund will not invest directly in commodity futures contracts. The Fund expects to gain exposure to these investments by investing up to 25% of its assets in a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands (the “Subsidiary”). The Subsidiary is advised by Simplify Asset Management Inc., the Fund’s adviser. Unlike the Fund, the Subsidiary is not an investment company registered under the Investment Company Act of 1940, as amended (the “1940 Act”). The Fund’s investment in the Subsidiary is intended to provide the Fund with exposure to commodity markets in accordance with applicable rules and regulations.

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CTA - Performance

Return Ranking - Trailing

Period CTA Return Category Return Low Category Return High Rank in Category (%)
YTD 11.5% N/A N/A N/A
1 Yr 12.4% N/A N/A N/A
3 Yr N/A* N/A N/A N/A
5 Yr N/A* N/A N/A N/A
10 Yr N/A* N/A N/A N/A

* Annualized

Return Ranking - Calendar

Period CTA Return Category Return Low Category Return High Rank in Category (%)
2023 -9.3% N/A N/A N/A
2022 N/A N/A N/A N/A
2021 N/A N/A N/A N/A
2020 N/A N/A N/A N/A
2019 N/A N/A N/A N/A

Total Return Ranking - Trailing

Period CTA Return Category Return Low Category Return High Rank in Category (%)
YTD 11.5% N/A N/A N/A
1 Yr 12.4% N/A N/A N/A
3 Yr N/A* N/A N/A N/A
5 Yr N/A* N/A N/A N/A
10 Yr N/A* N/A N/A N/A

* Annualized

Total Return Ranking - Calendar

Period CTA Return Category Return Low Category Return High Rank in Category (%)
2023 -2.3% N/A N/A N/A
2022 N/A N/A N/A N/A
2021 N/A N/A N/A N/A
2020 N/A N/A N/A N/A
2019 N/A N/A N/A N/A

CTA - Holdings

Concentration Analysis

CTA Category Low Category High CTA % Rank
Net Assets 159 M N/A N/A N/A
Number of Holdings 56 N/A N/A N/A
Net Assets in Top 10 152 M N/A N/A N/A
Weighting of Top 10 93.28% N/A N/A N/A

Top 10 Holdings

  1. United States Treasury Bill 83.02%
  2. United States Treasury Bill 3.07%
  3. United States Treasury Bill 2.76%
  4. United States Treasury Bill 1.54%
  5. Three-Month SOFR 0.88%
  6. United States Treasury Bill- When Issued 0.61%
  7. Three-Month SOFR 0.56%
  8. Three-Month SOFR 0.36%
  9. United States Treasury Bill 0.31%
  10. GOLD 100 OZ 0.18%

Asset Allocation

Weighting Return Low Return High CTA % Rank
Bonds
91.31% N/A N/A N/A
Cash
7.01% N/A N/A N/A
Other
1.68% N/A N/A N/A
Stocks
0.00% N/A N/A N/A
Preferred Stocks
0.00% N/A N/A N/A
Convertible Bonds
0.00% N/A N/A N/A

Bond Sector Breakdown

Weighting Return Low Return High CTA % Rank
Derivative
1.68% N/A N/A N/A
Cash & Equivalents
0.00% N/A N/A N/A
Securitized
0.00% N/A N/A N/A
Corporate
0.00% N/A N/A N/A
Municipal
0.00% N/A N/A N/A
Government
0.00% N/A N/A N/A

Bond Geographic Breakdown

Weighting Return Low Return High CTA % Rank
US
91.31% N/A N/A N/A
Non US
0.00% N/A N/A N/A

CTA - Expenses

Operational Fees

CTA Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.78% N/A N/A N/A
Management Fee 0.75% N/A N/A N/A
12b-1 Fee N/A N/A N/A N/A
Administrative Fee N/A N/A N/A N/A

Sales Fees

CTA Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A N/A N/A N/A
Deferred Load N/A N/A N/A N/A

Trading Fees

CTA Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A N/A N/A N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

CTA Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A N/A N/A N/A

CTA - Distributions

Dividend Yield Analysis

CTA Category Low Category High CTA % Rank
Dividend Yield 6.92% N/A N/A N/A

Dividend Distribution Analysis

CTA Category Low Category High Category Mod
Dividend Distribution Frequency Monthly

Net Income Ratio Analysis

CTA Category Low Category High CTA % Rank
Net Income Ratio N/A N/A N/A N/A

Capital Gain Distribution Analysis

CTA Category Low Category High Capital Mode
Capital Gain Distribution Frequency

Distributions History

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CTA - Fund Manager Analysis

Managers

Paul Kim


Start Date

Tenure

Tenure Rank

Mar 01, 2022

0.25

0.3%

Paul S. Kim has been with PGI since 2015. Previously, he was a senior vice president at PIMCO from 2009-2015. He earned a bachelor’s degree in Economics from Dartmouth College and an M.B.A. in Finance from The Wharton School at the University of Pennsylvania. Mr. Kim has earned the right to use the Chartered Financial Analyst designation.

David Berns


Start Date

Tenure

Tenure Rank

Mar 01, 2022

0.25

0.3%

David Berns, PhD, is the chief investment officer and co-founder of the Simplify Asset Management Inc. Prior to co-founding the Simplify Asset Management in 2020, he founded Portfolio Designer, LLC, a company that specializes in portfolio design and from 2018 to 2019 was a managing director at Nasdaq Dorsey Wright. Prior to joining Nasdaq Dorsey Wright, Inc., he founded and developed a company that specializes in proprietary trading. He has specialized in developing asset allocation, portfolio management, and risk management systems for managing private and institutional wealth. Mr. Berns has a PhD in Physics from the Massachusetts Institute of Technology in the field of Quantum Computation.

Michael Green


Start Date

Tenure

Tenure Rank

Mar 01, 2022

0.25

0.3%

Michael Green is the managing director and chief strategist of Simplify Asset Management Inc. Prior to joining Simplify Asset, Michael served as partner, chief strategist and portfolio manager of Logica Capital Advisers, LLC, a Los Angeles-based hedge fund focused on derivative strategies from 2020 to 2021. Prior to Logica, Michael was portfolio manager for Thiel Macro, LLC, an investment firm that manages the personal capital of Peter Thiel from 2016 to 2019. Prior to Thiel, Michael founded Ice Farm Capital, a discretionary global macro hedge fund seeded by Soros Family Management.

Tenure Analysis

Category Low Category High Category Average Category Mode
N/A N/A N/A N/A