Simplify Volatility Premium Etf Performance

SVOL Etf  USD 15.80  -0.20  -1.25%   
The etf maintains a Beta of 0.99, which means generally lower market sensitivity than the broad market. Returns on Simplify Volatility closely shadow the overall market, offering near-index exposure without significant amplification or dampening.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
During the last 90 trading days, Simplify Volatility Premium produced negative risk-adjusted performance, which signals weak return efficiency for investors with long positions. Market capitalization should still be reviewed beside liquidity, leverage, and earnings quality. Despite latest weak performance, the etf's basic indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the exchange-traded fund's institutional investors. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 1,703 in Simplify Volatility Premium on December 23, 2025 and sold it today you would have lost $ 123.00 from holding Simplify Volatility Premium or given up 7.22% of portfolio value over 90 days. Simplify Volatility Premium does not currently generate positive expected returns and carries 1.0525% risk (volatility on return distribution) over a 90-day horizon. In different words, 9% of etfs are less volatile than Simplify, and 99% of all traded equity instruments are projected to make higher returns than the ETF over the 90 days investment horizon.
  Expected Return   
       Risk  
This benchmark view frames the instrument through return capture and volatility trade-offs. It is intended to show how efficiently risk has translated into return over the selected horizon. Given the investment horizon of 90 days Simplify Volatility is expected to under-perform the market. In addition to that, the ETF is 1.28 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.12 per unit of volatility.

Historical Prices of Simplify Volatility

Below is the normalized historical share price chart for Simplify Volatility Premium extending back to May 13, 2021. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Simplify Volatility stands at 15.80, as last reported on the 23rd of March, with the highest price reaching 16.01 and the lowest price hitting 15.78 during the day.
Macro event markers
 
Covid
 
Interest Hikes

Target Price Odds to finish over Current Price

One of the most enduring patterns in ETF markets is the tendency for prices to revert toward averages. This mean-reverting tendency has been a useful forecasting tool, though some ETFs exhibit persistent mispricings. The speed of convergence varies because some ETFs carry risk factors not immediately reflected in price. Understanding mean reversion in Simplify Etf helps frame realistic expectations for price normalization over time.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
15.80 90 days 15.80
about 99.0
Applying a normal distribution to this ETF, the odds of Simplify Volatility moving above the current price in 90 days from now are about 99.0 . This probability is based on historical price variance and assumes a log-normal return distribution. The accuracy of this estimate depends on how closely future conditions resemble historical patterns. Review this estimate in context with the ETF's current fundamental and technical profile. (The probability curve for Simplify Volatility Premium shows the likelihood of Simplify Etf falling within specific price ranges over 90 days). The shape of the curve reflects Simplify Etf's historical volatility and recent price behavior patterns. Changes in the distribution shape over time reflect evolving market conditions around Simplify Etf. Use this as one input in a broader analytical framework for evaluating Simplify Etf.
Given the investment horizon of 90 days Simplify Volatility has a beta of 0.99. This usually implies Simplify Volatility Premium market returns are very sensitive to returns on the market. As the market goes up or down, Simplify Volatility is expected to follow. Additionally, Simplify Volatility Premium has an alpha of 0.0138, implying that it can generate a 0.0138 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   Simplify Volatility Price Density   
       Price  

Predictive Modules for Simplify Volatility

For Simplify Volatility, multiple forecasting techniques provide different perspectives on future ETF price direction. No method can consistently predict the ETF market with certainty, but disciplined forecasting sharpens analysis. Comparing the outputs of diverse models helps set realistic expectations for Simplify Volatility price behavior. This multi-model approach helps investors prepare for a range of potential outcomes in Simplify Volatility.
Mean reversion analysis in Simplify Volatility's involves identifying price extremes that diverge materially from the historical norm. High prices may deter value investors, while unusually low prices often attract buyers anticipating a recovery. Mean reversion in Simplify Volatility is distinct from trend following, which rides momentum rather than betting on reversals. Momentum identifies the trend while mean reversion identifies when it has extended beyond sustainable levels.
Hype
Prediction
LowEstimatedHigh
14.7615.8016.84
Details
Intrinsic
Valuation
LowRealHigh
13.5814.6217.38
Details
Competitive positioning is a critical dimension of Simplify Volatility analysis. Benchmarking Simplify Volatility's performance and risk profile against competitors validates any investment thesis. Evaluating Simplify Volatility in context means comparing Simplify Volatility's against the competitive peer group. Comparing Simplify Volatility against peers transforms raw financial data into actionable insight.

Primary Risk Indicators

The etf market's volatility over the past 10-20 years has tested even experienced investors in Simplify Volatility. Large corrections and rapid recoveries have created challenges for investors in Simplify Volatility Premium. A disciplined approach to monitoring Simplify Volatility's risk indicators supports more effective hedging decisions. Fundamental risk indicators provide the analytical foundation for evaluating Simplify Volatility downside exposure.
α
Alpha over Dow Jones
0.01
β
Beta against Dow Jones0.99
σ
Overall volatility
0.44
Ir
Information ratio 0.01

Investor Alerts and Insights

Monitoring Simplify Volatility alerts is a practical approach to staying informed about material ETF changes. Reviewing ongoing notifications for Simplify Volatility helps identify opportunities and risks before they are fully priced in. Multiple alert categories for Simplify Volatility allow investors to focus on the signals most relevant to their strategy. This proactive approach supports better-timed portfolio adjustments.
Simplify Volatility generated a negative expected return over the last 90 days
Latest headline from news.google.com: Price-Driven Insight from for Rule-Based Strategy - Stock Traders Daily
The fund maintains all of the assets in different exotic instruments

Simplify Volatility Fundamentals Growth

Simplify Volatility's financial fundamentals are the foundation of Simplify Etf market pricing and valuation. Metrics like earnings growth, revenue consistency, and margin trends collectively determine market sentiment toward Simplify Etf. Simplify Etf market pricing reflects the collective assessment of Simplify Volatility's financial fundamentals. These fundamental drivers have a direct and measurable impact on Simplify Etf performance.

Performance Metrics & Calculation Methodology

Simplify Volatility performance is typically evaluated relative to its benchmark and tracking difference over time. Tracking difference (where applicable) can separate exposure returns from implementation effects.

This section for Simplify Volatility Premium is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Michael Smolkin - Member of Macroaxis Board of Directors
Last reviewed on March 11th, 2026