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
| ISIN | US82889N6994 |
|---|---|
| Issuer | Simplify |
| Inception Date | Mar 7, 2022 |
| Region | Global (Broad) |
| Category | Systematic Trend |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Alternatives |
Expense Ratio
CTA features an expense ratio of 0.78%, falling within the medium range.
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.
Returns By Period
Simplify Managed Futures Strategy ETF had a return of 12.70% year-to-date (YTD) and 7.20% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.70% | 17.95% |
| 1 month | 0.38% | 3.13% |
| 6 months | 3.37% | 9.95% |
| 1 year | 7.20% | 24.88% |
| 5 years (annualized) | N/A | 13.37% |
| 10 years (annualized) | N/A | 10.92% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.72% | 5.97% | -0.35% | 9.78% | -0.33% | -0.84% | -4.16% | 0.97% | 12.70% | ||||
| 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 28, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
Simplify Managed Futures Strategy ETF granted a 7.74% dividend yield in the last twelve months. The annual payout for that period amounted to $2.04 per share.
| Period | TTM | 2023 | 2022 |
|---|---|---|---|
| Dividend | $2.04 | $1.84 | $1.71 |
Dividend yield | 7.74% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.30 | |||
| 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.
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 6.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.07% | Oct 17, 2022 | 116 | Apr 3, 2023 | 256 | Apr 10, 2024 | 372 |
| -8.34% | May 21, 2024 | 51 | Aug 2, 2024 | — | — | — |
| -5.28% | Mar 9, 2022 | 8 | Mar 18, 2022 | 20 | Apr 18, 2022 | 28 |
| -4.17% | May 13, 2022 | 26 | Jun 21, 2022 | 7 | Jun 30, 2022 | 33 |
| -4% | Sep 27, 2022 | 6 | Oct 4, 2022 | 8 | Oct 14, 2022 | 14 |
Volatility
Volatility Chart
The current Simplify Managed Futures Strategy ETF volatility is 2.26%, 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.