- ISIN
- US82889N6994
- Issuer
- Simplify
- Inception Date
- Mar 7, 2022
- Region
- Global (Broad)
- Category
- Systematic Trend
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Assets Under Management
- $2B
Share Price Chart
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Performance
CTA Performance Chart
Simplify Managed Futures Strategy ETF (CTA) is up 1.3% since the beginning of the year. CTA is currently trading at $27 per share.
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Returns By Period
Simplify Managed Futures Strategy ETF (CTA) has returned 1.30% so far this year and 2.69% over the past 12 months.
Simplify Managed Futures Strategy ETF
- 1D
- -0.85%
- 1M
- -11.72%
- YTD
- 1.30%
- 6M
- 1.33%
- 1Y
- 2.69%
- 3Y*
- 8.28%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CTA Monthly Returns History
Based on dividend-adjusted daily data since Mar 8, 2022, CTA's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2024 with a return of +9.8%, while the worst month was Mar 2023 at -14.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CTA closed higher 53% of trading days. The best single day was Apr 2, 2026 with a return of +4.3%, while the worst single day was Mar 13, 2023 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.26% | 8.35% | 0.45% | 7.58% | -10.29% | -6.61% | 1.30% | ||||||
| 2025 | 2.19% | 0.81% | 3.45% | -5.20% | -3.39% | -0.44% | 2.73% | 1.97% | 0.57% | -2.28% | 0.67% | 0.18% | 0.88% |
| 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 | -5.24% | 8.96% | 1.13% | 3.47% | 3.68% | 4.23% | -0.08% | 1.77% | -6.88% | -1.40% | 9.01% |
Benchmark Metrics
Simplify Managed Futures Strategy ETF has an annualized alpha of 10.94%, beta of -0.13, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since March 08, 2022.
- This ETF tended to rise when S&P 500 Index fell (downside capture of -83.22%), but participation in market rallies was also limited (-7.23%) - a profile typical of counter-cyclical assets.
- Beta of -0.13 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 10.94%
- Beta
- -0.13
- R²
- 0.02
- Upside Capture
- -7.23%
- Downside Capture
- -83.22%
Expense Ratio
CTA has an expense ratio of 0.78%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CTA ranks 10 for risk / return — in the bottom 10% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CTA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.78 | -2.62 |
| Martin ratioReturn relative to average drawdown | 0.54 | 12.44 | -11.90 |
Dividends
Dividend History
Simplify Managed Futures Strategy ETF provided a 5.38% dividend yield over the last twelve months, with an annual payout of $1.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.45 | $0.87 | $1.34 | $1.84 | $1.71 |
Dividend yield | 5.38% | 3.19% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.10 | $0.15 | $0.15 | $0.15 | $0.15 | $0.00 | $0.70 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.25 | $0.00 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.87 |
| 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 16.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 correction2023 | -18.07%Apr 2023 | 5mo 18d | 1y 8d | 1y 5moOct 2022 - Apr 2024 |
2026 correction2026 | -16.89%Jun 2026 | 1mo 18d | — | 1mo 19dMay 2026 - now |
2025 correction2025 | -11.23%Aug 2025 | 5mo 15d | 6mo 18d | 12mo 3dFeb 2025 - Feb 2026 |
2024 pullback2024 | -8.34%Aug 2024 | 2mo 13d | 3mo 21d | 6mo 4dMay 2024 - Nov 2024 |
2026 pullback2026 | -8.33%Apr 2026 | 10d | 11d | 21dApr 2026 - Apr 2026 |
Drawdown Indicators
| CTA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.07% | -56.78% | +38.71% |
Max Drawdown (1Y)Largest decline over 1 year | -16.89% | -9.10% | -7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.89% | -18.90% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -16.89% | -1.80% | -15.09% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -10.71% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 2.03% | +2.99% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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