Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIG (Simplify Macro Strategy ETF) | NA | -99.23% | -80.98% | -59.65% | -42.24% | NA | NA | … | … |
Data as of 01/30/2018, Common starting date is 02/09/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIG (Simplify Macro Strategy ETF) | 02/09/2007 | 01/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.89 | -99.23 | -80.98 | -59.65 | -42.24 | NA | NA | … | … | -99.48 | 61.93 | 4.88 | -30.89 | 0.19 | 101.51 | 36.71 | -40.70 | 28.09 | 345.00 | -93.35 | -47.75 |
| Sharpe Ratio | NA | -0.23 | -0.35 | -0.35 | -0.35 | NA | NA | … | … | -0.05 | 1.49 | -0.90 | -1.60 | -0.59 | 2.44 | 0.52 | -1.05 | 0.17 | 2.26 | -0.84 | -1.49 |
| Standard Deviation(%) | NA | 525.80 | 302.40 | 234.74 | 179.15 | NA | NA | … | … | 2,123.89 | 29.04 | 32.50 | 30.94 | 30.86 | 34.04 | 35.28 | 56.46 | 55.98 | 144.13 | 133.76 | 51.43 |
| Draw Down(%) | NA | 99.53 | 99.53 | 99.53 | 99.66 | NA | NA | … | … | 99.52 | 8.76 | 22.99 | 42.08 | 30.87 | 17.80 | 32.15 | 57.46 | 46.36 | 60.86 | 93.88 | 51.24 |
| Yield(%) | 0.00 | 3.35 | 5.88 | 7.87 | 1.85 | 0.74 | 0.56 | … | … | 0.00 | 3.48 | 9.11 | 7.64 | 5.79 | 5.23 | 5.80 | 0.00 | 0.00 | 0.00 | 2.80 | 2.57 |
Data as of 01/30/2018, Common starting date is 02/09/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIG (Simplify Macro Strategy ETF) |
-49.61%
Jun 2007 – Jun 2010 |
-33.80%
May 2007 – May 2012 |
-8.35%
Mar 2007 – Mar 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIG (Simplify Macro Strategy ETF) |
50.07%
Dec 2008 – Dec 2011 |
56.24%
Dec 2008 – Dec 2013 |
-3.12%
Dec 2007 – Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart