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Simplify Managed Futures Strategy ETF (CTA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS82889N6994
IssuerSimplify
Inception DateMar 7, 2022
RegionGlobal (Broad)
CategorySystematic Trend
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassAlternatives

Expense Ratio

CTA features an expense ratio of 0.78%, falling within the medium range.


Expense ratio chart for CTA: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: CTA vs. EQLS, CTA vs. DBMF, CTA vs. SPY, CTA vs. QQQI, CTA vs. VT, CTA vs. WTMF, CTA vs. BITO, CTA vs. SPMO, CTA vs. SVOL, CTA vs. NVDA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Simplify Managed Futures Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-2.02%
14.05%
CTA (Simplify Managed Futures Strategy ETF)
Benchmark (^GSPC)

Returns By Period

Simplify Managed Futures Strategy ETF had a return of 15.66% year-to-date (YTD) and 8.49% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.66%25.45%
1 month0.45%2.91%
6 months-2.02%14.05%
1 year8.49%35.64%
5 years (annualized)N/A14.13%
10 years (annualized)N/A11.39%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.72%5.97%-0.35%9.78%-0.33%-0.84%-4.16%0.97%0.97%2.88%15.66%
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%1.78%-6.88%-1.40%9.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CTA is 16, indicating that it is in the bottom 16% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CTA is 1616
Combined Rank
The Sharpe Ratio Rank of CTA is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of CTA is 1313Sortino Ratio Rank
The Omega Ratio Rank of CTA is 1313Omega Ratio Rank
The Calmar Ratio Rank of CTA is 2727Calmar Ratio Rank
The Martin Ratio Rank of CTA is 1414Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


CTA
Sharpe ratio
The chart of Sharpe ratio for CTA, currently valued at 0.59, compared to the broader market-2.000.002.004.006.000.59
Sortino ratio
The chart of Sortino ratio for CTA, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.0012.000.93
Omega ratio
The chart of Omega ratio for CTA, currently valued at 1.12, compared to the broader market1.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for CTA, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.73
Martin ratio
The chart of Martin ratio for CTA, currently valued at 1.76, compared to the broader market0.0020.0040.0060.0080.00100.001.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current Simplify Managed Futures Strategy ETF Sharpe ratio is 0.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Simplify Managed Futures Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.59
2.90
CTA (Simplify Managed Futures Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Simplify Managed Futures Strategy ETF provided a 8.38% dividend yield over the last twelve months, with an annual payout of $2.24 per share.


6.60%6.80%7.00%7.20%7.40%7.60%7.80%$0.00$0.50$1.00$1.50$2.0020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$2.24$1.84$1.71

Dividend yield

8.38%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.30$0.00$0.00$0.60
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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.89%
-0.29%
CTA (Simplify Managed Futures Strategy ETF)
Benchmark (^GSPC)

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 3.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.07%Oct 17, 2022116Apr 3, 2023256Apr 10, 2024372
-8.34%May 21, 202451Aug 2, 2024
-5.28%Mar 9, 20228Mar 18, 202220Apr 18, 202228
-4.17%May 13, 202226Jun 21, 20227Jun 30, 202233
-4%Sep 27, 20226Oct 4, 20228Oct 14, 202214

Volatility

Volatility Chart

The current Simplify Managed Futures Strategy ETF volatility is 4.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
3.86%
CTA (Simplify Managed Futures Strategy ETF)
Benchmark (^GSPC)