Simplify Volatility Correlations

SVOL Etf

USD 15.80 -0.20 -1.25%

Correlations tend to spike during dislocations, so the stock's calm-market pairing may not hold under stress. The current 90-days correlation between Simplify Volatility and Tema ETF Trust is 0.83 (i.e., Very poor diversification).

Correlation With Market Overview: Simplify Volatility

Poor diversification

Across the chosen horizon, Simplify Volatility and Dow Jones show a correlation of 0.77 and fall into the Poor diversification bucket. A 0.77 reading means Simplify Volatility and Dow Jones have substantial price overlap, limiting diversification benefit.

Build portfolio with Simplify Etf

Use World Market Map to better understand diversified portfolio construction. Allocation decisions are shaped by the composition and weighting of holdings. The allocation includes a position in Simplify Volatility Premium. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

Moving together with Simplify Etf

0.65	JEPQ	JPMorgan Nasdaq Equity	Pair Corr
0.74	OVL	Overlay Shares Large	Pair Corr
0.8	MDBX	Tradr 2X Long	Pair Corr
0.84	DIS	Walt Disney	Pair Corr
0.62	BA	Boeing	Pair Corr
0.72	JPM	JPMorgan Chase	Pair Corr
0.82	AXP	American Express	Pair Corr
0.75	IBM	International Business	Pair Corr
0.76	BAC	Bank of America	Pair Corr

Moving against Simplify Etf

0.69	CVX	Chevron Corp	Pair Corr
0.76	VZ	Verizon Communications	Pair Corr
0.7	TRV	The Travelers Companies	Pair Corr
0.62	XOM	Exxon Mobil Corp	Pair Corr
0.54	MCD	McDonalds	Pair Corr

Related Correlations Analysis

	RGEF	UDOW	RSMC	BUFF	IQDG	PFM	JKK	PJUN	IHF	DSPY
RGEF		0.68	0.72	0.93	0.92	0.84	0.84	0.92	0.0	0.93	RGEF
UDOW	0.68		0.92	0.78	0.82	0.68	0.82	0.55	0.51	0.81	UDOW
RSMC	0.72	0.92		0.77	0.82	0.69	0.94	0.61	0.52	0.82	RSMC
BUFF	0.93	0.78	0.77		0.88	0.84	0.86	0.92	0.14	0.98	BUFF
IQDG	0.92	0.82	0.82	0.88		0.91	0.86	0.8	0.08	0.92	IQDG
PFM	0.84	0.68	0.69	0.84	0.91		0.78	0.84	-0.15	0.9	PFM
JKK	0.84	0.82	0.94	0.86	0.86	0.78		0.79	0.34	0.9	JKK
PJUN	0.92	0.55	0.61	0.92	0.8	0.84	0.79		-0.11	0.91	PJUN
IHF	0.0	0.51	0.52	0.14	0.08	-0.15	0.34	-0.11		0.12	IHF
DSPY	0.93	0.81	0.82	0.98	0.92	0.9	0.9	0.91	0.12		DSPY
	RGEF	UDOW	RSMC	BUFF	IQDG	PFM	JKK	PJUN	IHF	DSPY

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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

DSPY	+ 0.98	BUFF
JKK	+ 0.94	RSMC
BUFF	+ 0.93	RGEF
DSPY	+ 0.93	RGEF
IQDG	+ 0.92	RGEF
PJUN	+ 0.92	RGEF

High negative correlations

IHF	- 0.15	PFM
IHF	- 0.11	PJUN
IHF	- 0.0	RGEF

Simplify Volatility Constituents Risk-Adjusted Indicators

Strong stock returns do not always mean Simplify Volatility ETF is outperforming its peers on a fundamental level. A thorough review of Simplify Volatility's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
RGEF	0.75	0.06	-0.04	1.35	-1.80	3.80
UDOW	1.84	-0.01	-0.10	3.05	-4.83	12.30
RSMC	0.88	0.04	-0.07	1.72	-1.80	5.64
BUFF	0.24	0.01	-0.08	0.46	-0.64	1.46
IQDG	0.79	0.01	-0.09	1.44	-1.99	5.38
PFM	0.47	0.03	-0.06	0.81	-1.09	3.61
JKK	0.86	0.06	-0.05	1.55	-1.85	6.01
PJUN	0.20	0.02	-0.04	0.45	-0.53	1.31
IHF	0.93	-0.13	-0.27	1.89	-1.80	11.76
DSPY	0.57	0.04	-0.06	0.88	-1.45	3.69

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