QQC

Simplify Nasdaq 100 PLUS Convexity ETF
*Unless otherwise stated, data provided by FactSet.

QQC Fund Description

QQC is an actively managed fund-of-funds that provides exposure to the Nasdaq-100. It uses a systematic options overlay strategy to boost upside returns and to hedge downside risk.

QQC Factset Analytics Insight

QQC seeks to invest primarily in ETFs that track the Nasdaq-100 Index with an options overlay strategy. The fund modestly allocates up to 20% of its assets to options overlay, which consists of exchange-traded and over-the-counter (OTC) put and call options on the Nasdaq-100 Index or any ETF that tracks it. The fund adviser selects options based on cost, strike price, and maturity. QQC expects to buy and sell options on a monthly, quarterly and annual basis, depending on rebalancing requirements and option expiration dates. The fund’s returns are intended to possess convexity because the relationship between the fund’s returns and the market returns are designed to be non-linear. Essentially, the fund adapts this convex strategy to serve as a cushion in volatile markets—it aims to magnify upside potential in bullish markets, while mitigating downside risk in bearish ones. However, note that convex strategies tend to lag during quiet markets.

QQC MSCI ESG Analytics Insight

Simplify Nasdaq 100 PLUS Convexity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.45 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Simplify Nasdaq 100 PLUS Convexity ETF ranks in the 33th percentile within its peer group and in the 23th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QQC 0.28% 6.63% 15.83% -- -- -- --
QQC (NAV) 11.22% 3.77% 5.67% -- -- -- --
No Underlying Index 0.61% 6.52% 18.37% 36.64% 27.49% 26.70% 22.82%
MSCI USA Large Cap Index -0.68% 5.38% 19.14% 38.85% 18.06% 18.46% 17.35%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QQC Summary Data

Simplify
12/10/20
Open-Ended Fund
0.45%
$7.70M
$134.10K
0.57%

QQC Portfolio Data

$897.22B
35.68
8.98
--
N/A
100

QQC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

QQC Portfolio Management

0.45%
--
--
--

QQC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QQC Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

QQC Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of QQC. QQC is rated a N/A out of 5.

QQC Tradability

4,275
$134.10K
1,684
$52.05K
0.57%
$0.18
0.00%
3.16% / -1.42%
None
100.00%
25,000
0.07
0.07%
--
0
$28.08
N/A

QQC Sector/Industry Breakdown


QQC
Segment Benchmark
63.81%
37.78%
20.25%
14.54%
6.48%
13.60%
3.47%
5.98%
3.17%
8.07%
1.28%
1.53%
0.90%
2.12%

QQC Top 10 Holdings

1.15%
-0.04%
100.00%

QQC Countries


QQC
Segment Benchmark
98.29%
99.90%
1.03%
--
0.43%
--
0.24%
--
--
0.10%

QQC Regions


QQC
Segment Benchmark
98.29%
100.00%
1.28%
--
0.43%
--

QQC Economic Development


QQC
Segment Benchmark
99.76%
100.00%
0.24%
--

QQC Performance Statistics

--
--
--
--
0.00%
MSCI USA Large Cap Index

QQC MSCI ESG Ratings

5.45 / 10
23.08
33.31
0.96%
4.90%
55.99

QQC Benchmark Comparison Holdings

100
290
78
45.93%

QQC Benchmark Comparison Summary


QQC
Segment Benchmark
100
290
$897.22B
$614.29B
35.68
29.96
8.98
5.10
0.68%
1.31%
High
Low

QQC Benchmark Comparison Market Cap Size


QQC
Segment Benchmark
100.00%
100.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%