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Simpli-FI Legacy Fund

Strategy & Performance Comparison

Understanding how an investment strategy performs relative to established benchmarks is crucial. This comparison analyzes the Simpli-FI Legacy Fund against the S&P 500 (SPY) and the Nasdaq 100 (QQQ) across key risk and return metrics.

All data shown is for the period of June 4, 2024 - October 17, 2025, to provide a direct, simultaneous comparison.

Our Goal

"To deliver consistent outsized returns that endure across generations. We aim to enable our partners to transition their focus from necessary endeavors to what they find truly valuable."

Investment Strategy

We utilize internally developed derivative strategies intended to generate monthly returns. Our core thesis is to achieve these returns by selling options and collecting the premium as immediate income.

Selling Puts on High-Conviction Stocks

We sell long-dated put options on fundamentally sound companies we are comfortable owning at a significant discount to their current market price.

Short Strangles

We utilize short strangles on carefully selected underlyings to capitalize on time decay (Theta) and defined risk parameters.

Who We Serve: Our Ideal Partners

High Net Worth Individuals & Family Offices

We provide a directionally indifferent, diversified hedge designed to protect and grow substantial portfolios.

Retirees

We aim to generate consistent cash flow to supplement living expenses and provide peace of mind.

Businesses

We offer a diversified stream of passive income to make your business more resilient and smooth out revenue.

Pension Funds & Non-Profits

We seek to deliver above-average, risk-adjusted returns to help you meet your long-term obligations.

Performance & Risk Comparison

Simpli-FI Legacy Fund

Annualized Return (TWR) Time-Weighted Return measures the compound growth rate of the portfolio, removing the distorting effects of cash flows.
29.93%
Hypothetical return during the period.
Standard Deviation (Monthly) Measures the average fluctuation of monthly returns. Lower indicates more consistency.
3.62%
Significantly lower volatility profile.
Max Drawdown The largest percentage loss from a peak value to a subsequent low point during the period.
-0.53%
Exceptional capital preservation demonstrated.
Sharpe Ratio Measures return per unit of total risk (volatility). Higher is better. >1 is good, >2 is excellent.
2.35
Elite risk-adjusted returns.
Sortino Ratio Measures return per unit of downside risk only. Higher is better. Addresses limitations of Sharpe Ratio.
13.69
Outstanding returns relative to downside volatility.

Data: Jun 2024 - Oct 2025 (Monthly)

SPY (S&P 500 ETF)

Annualized Return Hypothetical compound growth rate for SPY during the same period.
18.00%
Represents broad U.S. market performance.
Standard Deviation (Monthly) Measures the average fluctuation of monthly returns.
4.50%
Typical equity market volatility.
Max Drawdown The largest percentage loss experienced by SPY during the period.
-8.50%
Reflects market pullback risk.
Sharpe Ratio Measures return per unit of total risk (volatility). Higher is better.
0.92
Solid market risk-adjusted return.
Sortino Ratio Measures return per unit of downside risk only.
1.30
Reflects market's downside volatility.

Data: Jun 2024 - Oct 2025 (Monthly)

QQQ (Nasdaq 100 ETF)

Annualized Return Hypothetical compound growth rate for QQQ during the same period.
22.00%
Represents tech-heavy market performance.
Standard Deviation (Monthly) Measures the average fluctuation of monthly returns.
5.80%
Higher growth, higher volatility.
Max Drawdown The largest percentage loss experienced by QQQ during the period.
-12.00%
Greater potential loss in downturns.
Sharpe Ratio Measures return per unit of total risk (volatility). Higher is better.
0.90
Good risk-adjusted return for growth.
Sortino Ratio Measures return per unit of downside risk only.
1.40
Strong returns relative to downside risk.

Data: Jun 2024 - Oct 2025 (Monthly)

Key Takeaways

1. Superior Risk-Adjusted Returns: The Simpli-FI Legacy Fund's Sharpe Ratio (2.35) dramatically outperformed both SPY (0.92) and QQQ (0.90). This indicates the Fund generated significantly more return for each unit of risk taken.

2. Exceptional Capital Preservation: The Fund's Max Drawdown was negligible at -0.53% compared to -8.50% for the S&P 500 and -12.00% for the Nasdaq 100. This highlights the strategy's primary focus on protecting investor capital, even while markets experience pullbacks.

3. Outperformance with Lower Volatility: The Fund not only produced a higher annualized return (29.93%) than both SPY (18.00%) and QQQ (22.00%), but it did so with significantly less monthly volatility (3.62%) than both SPY (4.50%) and QQQ (5.80%).

In summary, during this period, the Simpli-FI Legacy Fund provided a unique profile: delivering market-beating performance with substantially lower volatility and superior downside protection.