Simplify Managed Correlations

CTA Etf

USD 29.51 0.46 1.58%

Current 90-days correlation between Simplify Managed Futures and Vanguard SAMPP Mid Cap is 0.23 (i.e., Moderate diversification).When its correlation with a broad index is high, most of the stock's return is explained by market movement.

Simplify Managed Correlation With Market

Strong inverse diversification

Across the chosen horizon, Simplify Managed and Dow Jones show a correlation of -0.42 and fall into the Strong inverse diversification bucket. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.

Build portfolio with Simplify Etf

Trending Equities provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Portfolio tools allow users to monitor Simplify Managed Futures alongside other positions. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Simplify Managed Futures's etf valuation — related indicators include signals in population.

Moving together with Simplify Etf

0.91	DBMF	iMGP DBi Managed	Pair Corr
0.89	KMLM	KFA Mount Lucas	Pair Corr
0.95	FMF	First Trust Managed	Pair Corr
0.79	WTMF	WisdomTree Managed	Pair Corr
0.81	INFR	Franklin Templeton	Pair Corr
0.92	TPZ	Tortoise Capital Series	Pair Corr
0.71	UVXY	ProShares Ultra VIX Upward Rally	Pair Corr
0.81	KO	Coca Cola	Pair Corr
0.79	T	ATT Inc Aggressive Push	Pair Corr
0.75	CAT	Caterpillar	Pair Corr
0.72	TRV	The Travelers Companies	Pair Corr
0.65	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.64	DD	Dupont De Nemours	Pair Corr
0.87	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr

Moving against Simplify Etf

0.89	MDBX	Tradr 2X Long	Pair Corr
0.66	AVGG	Leverage Shares 2X	Pair Corr
0.31	BA	Boeing	Pair Corr
0.91	AXP	American Express	Pair Corr
0.87	IBM	International Business	Pair Corr
0.83	BAC	Bank of America Aggressive Push	Pair Corr
0.8	JPM	JPMorgan Chase	Pair Corr
0.79	HPQ	HP Inc Aggressive Push	Pair Corr
0.34	MMM	3M Company	Pair Corr

Related Correlations Analysis

	AGQ	NTSX	IGRO	XCEM	JPIB	CLOI	QDPL	FLBL	PJAN	IVOV
AGQ		0.48	0.07	-0.02	0.25	-0.11	0.55	0.49	0.51	0.19	AGQ
NTSX	0.48		0.46	0.1	0.74	-0.09	0.97	0.32	0.81	0.57	NTSX
IGRO	0.07	0.46		0.89	0.9	0.79	0.45	-0.49	0.6	0.88	IGRO
XCEM	-0.02	0.1	0.89		0.66	0.92	0.09	-0.7	0.33	0.67	XCEM
JPIB	0.25	0.74	0.9	0.66		0.52	0.73	-0.21	0.8	0.91	JPIB
CLOI	-0.11	-0.09	0.79	0.92	0.52		-0.04	-0.7	0.2	0.59	CLOI
QDPL	0.55	0.97	0.45	0.09	0.73	-0.04		0.41	0.82	0.58	QDPL
FLBL	0.49	0.32	-0.49	-0.7	-0.21	-0.7	0.41		0.13	-0.26	FLBL
PJAN	0.51	0.81	0.6	0.33	0.8	0.2	0.82	0.13		0.76	PJAN
IVOV	0.19	0.57	0.88	0.67	0.91	0.59	0.58	-0.26	0.76		IVOV
	AGQ	NTSX	IGRO	XCEM	JPIB	CLOI	QDPL	FLBL	PJAN	IVOV

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

QDPL	+ 0.97	NTSX
CLOI	+ 0.92	XCEM
IVOV	+ 0.91	JPIB
JPIB	+ 0.9	IGRO
XCEM	+ 0.89	IGRO
IVOV	+ 0.88	IGRO

High negative correlations

FLBL	- 0.7	CLOI
FLBL	- 0.7	XCEM
FLBL	- 0.49	IGRO
IVOV	- 0.26	FLBL
FLBL	- 0.21	JPIB
CLOI	- 0.11	AGQ

Simplify Managed Constituents Risk-Adjusted Indicators

Evaluating Simplify Etf requires separating price momentum from underlying operating strength versus competitors. Risk-adjusted metrics help compare Simplify Managed's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AGQ	8.89	0.87	0.04	0.14	16.31	-7.97	15.77	-16.68	79.03
NTSX	0.61	-0.01	0.00	-0.07	0.00	0.00	1.07	-1.60	4.20
IGRO	0.69	0.07	0.07	0.02	1.05	-0.63	1.20	-1.82	4.86
XCEM	1.15	0.24	0.12	0.14	1.69	-1.13	2.53	-2.33	7.84
JPIB	0.17	-0.01	0.00	-0.12	0.00	0.00	0.35	-0.53	1.46
CLOI	0.05	0.00	0.62	0.04	0.00	-0.05	0.10	-0.10	0.44
QDPL	0.53	-0.01	0.00	-0.07	0.00	0.00	1.04	-1.35	3.43
FLBL	0.17	-0.03	0.00	-0.33	0.00	0.00	0.31	-0.43	1.26
PJAN	0.30	-0.03	0.00	0.21	0.00	0.00	0.69	-0.91	1.94
IVOV	0.76	-0.02	0.05	0.05	0.93	-0.83	1.80	-1.61	4.84

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