Simplify Exchange Traded Funds

10-Year Study

AGGH.US · · US · ETF

Executive Summary: Simplify Exchange Traded Funds has compounded at 1.9% annually over the last 10 years, with a maximum drawdown of 11.6% and an annualized volatility of 9.6%.

1Y CAGR
+8.6%
3Y CAGR
+4.5%
5Y CAGR
+1.9%
10Y CAGR
+1.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
11.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +8.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.70.8-2.50.7————————-0.4%
20251.32.50.7-2.1-2.34.0-1.11.91.50.81.1-0.18.2%
2024-0.2-1.01.1-3.51.61.22.81.52.2-4.51.9-0.62.0%
20231.8-2.34.01.50.0-0.2-0.20.2-2.6-1.43.54.38.5%
2022——-2.9-2.40.1-0.71.7-2.6-1.9-3.52.8-0.3-9.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 9.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.5% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-019708.79155606118
2022-04-019478.100113765642
2022-05-019488.475961741036
2022-06-019422.060000842708
2022-07-019582.806640542703
2022-08-019337.841823621118
2022-09-019157.923566342222
2022-10-018838.747735221
2022-11-019081.92179665445
2022-12-019050.425567774828
2023-01-019209.802806219188
2023-02-018993.490077107825
2023-03-019348.955041503392
2023-04-019492.636834787005
2023-05-019493.479543252011
2023-06-019471.463784603717
2023-07-019452.292167024818
2023-08-019470.199721906207
2023-09-019221.179370496777
2023-10-019094.878439303924
2023-11-019415.897695192349
2023-12-019816.92158597733
2024-01-019796.222559305608
2024-02-019693.728142249189
2024-03-019798.276661189062
2024-04-019453.60889900139
2024-05-019602.346943075045
2024-06-019712.899759828086
2024-07-019980.459697467662
2024-08-0110130.251127122572
2024-09-0110353.042177558673
2024-10-019890.289891711962
2024-11-0110073.262967176504
2024-12-0110010.797202207897
2025-01-0110137.09813340075
2025-02-0110386.855854717061
2025-03-0110456.22129524291
2025-04-0110239.750558294358
2025-05-0110006.530990603802
2025-06-0110403.499346900939
2025-07-0110292.84119158977
2025-08-0110485.3474065647
2025-09-0110638.72034719589
2025-10-0110728.258121602832
2025-11-0110850.187502633464
2025-12-0110834.544726751781
2026-01-0110907.807693928286
2026-02-0110997.345468335228
2026-03-0110718.198289301818
2026-04-0110794.568743943033
Annual Return Matrix
YearAnnual Return
20230.08469171007070742
20240.01974912548018115
20250.08228590669704161
2026-0.003689678137563268
Total Factor Risk
0.09554094034489329
VTI.US Exposure
-0.018260733252996136
VEA.US Exposure
0.0014792871383157804
VWO.US Exposure
0.0023248061886666873
QQQ.US Exposure
0.025412143681346512
VTV.US Exposure
0.06359796337052673
IJR.US Exposure
-0.006384024658148055
QUAL.US Exposure
-0.024081599895956318
SHV.US Exposure
0.5745192930467307
TLT.US Exposure
0.13209213160662264
LQD.US Exposure
0.1356251246245639
HYG.US Exposure
-0.013190738055250074
GLD.US Exposure
-0.004021786803153354
USO.US Exposure
0.005998987201340312
VNQ.US Exposure
-0.015950090094711912
BTC-USD.CC Exposure
0.00183527025158987
CPER.US Exposure
-0.00290900901566807
VIX.INDX Exposure
0.00481322509305014
UUP.US Exposure
-0.0046274304880787095
TIP.US Exposure
0.07488110531061438
Idiosyncratic Exposure
0.0668460747505951
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$126
Avg Yield on Cost
1.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$126.411.26%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Simplify Exchange Traded Funds a high-risk investment?

Simplify Exchange Traded Funds (AGGH.US) has an annualized volatility of 9.6% and experienced a maximum drawdown of 11.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AGGH.US?

Over the past 10 years, AGGH.US has generated a Compound Annual Growth Rate (CAGR) of 1.9%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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