Simplify Managed Futures Strategy ETF (CTA)
CTA is an actively managed ETF by Simplify. CTA launched on Mar 7, 2022 and has a 0.78% expense ratio.
ETF Info
US82889N6994
Mar 7, 2022
Global (Broad)
1x
No Index (Active)
Expense Ratio
CTA has an expense ratio of 0.78%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Simplify Managed Futures Strategy ETF (CTA) returned -0.56% year-to-date (YTD) and 4.58% over the past 12 months.
CTA
-0.56%
-0.58%
6.53%
4.58%
N/A
N/A
^GSPC (Benchmark)
0.19%
9.00%
-1.55%
12.31%
15.59%
10.78%
Monthly Returns
The table below presents the monthly returns of CTA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.19% | 0.81% | 3.45% | -5.20% | -1.57% | -0.56% | |||||||
| 2024 | 0.72% | 5.97% | -0.35% | 9.78% | -0.33% | -0.84% | -4.16% | 0.97% | 0.97% | 2.88% | 3.93% | 2.97% | 24.15% |
| 2023 | -4.09% | 9.28% | -14.09% | 6.75% | 1.96% | 0.44% | 0.63% | -1.13% | 8.99% | -4.10% | -2.76% | -1.77% | -2.23% |
| 2022 | -4.78% | 8.96% | 1.13% | 3.47% | 3.68% | 4.23% | -0.08% | 1.77% | -6.88% | -1.40% | 9.55% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CTA is 41, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Simplify Managed Futures Strategy ETF provided a 4.74% dividend yield over the last twelve months, with an annual payout of $1.31 per share.
| Period | TTM | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| Dividend | $1.31 | $1.34 | $1.84 | $1.71 |
Dividend yield | 4.74% | 4.80% | 7.78% | 6.58% |
Monthly Dividends
The table displays the monthly dividend distributions for Simplify Managed Futures Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | |||||||
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.74 | $1.34 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $1.64 | $1.84 |
| 2022 | $0.15 | $0.15 | $0.15 | $0.15 | $1.11 | $1.71 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Simplify Managed Futures Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Simplify Managed Futures Strategy ETF was 18.07%, occurring on Apr 3, 2023. Recovery took 256 trading sessions.
The current Simplify Managed Futures Strategy ETF drawdown is 8.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.07% | Oct 17, 2022 | 116 | Apr 3, 2023 | 256 | Apr 10, 2024 | 372 |
| -9.23% | Feb 20, 2025 | 51 | May 2, 2025 | — | — | — |
| -8.34% | May 21, 2024 | 51 | Aug 2, 2024 | 78 | Nov 21, 2024 | 129 |
| -5.28% | Mar 9, 2022 | 8 | Mar 18, 2022 | 20 | Apr 18, 2022 | 28 |
| -4.16% | May 13, 2022 | 26 | Jun 21, 2022 | 7 | Jun 30, 2022 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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