- Issuer
- Simplify
- Inception Date
- Feb 17, 2026
- Category
- Systematic Trend
- Leveraged
- 1x (No leverage)
- Index Tracked
- DBi CTA Managed Futures Index
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $26M
Share Price Chart
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Performance
SDMF Performance Chart
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Returns By Period
Simplify DBi CTA Managed Futures Index ETF
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
SDMF Monthly Returns History
Based on dividend-adjusted daily data since Feb 19, 2026, SDMF's average daily return is +0.05%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 80% of months were positive and 20% were negative. The best month was Feb 2026 with a return of +3.1%, while the worst month was Mar 2026 at -2.9%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, SDMF closed higher 66% of trading days. The best single day was Mar 6, 2026 with a return of +2.0%, while the worst single day was Mar 3, 2026 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.12% | -2.92% | 1.62% | 1.28% | 0.23% | 3.28% |
Benchmark Metrics
Simplify DBi CTA Managed Futures Index ETF has an annualized alpha of 12.74%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 20, 2026.
- Beta of 0.01 may look defensive, but with R2 of 0.00 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 0.00 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
- 12.74%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 34.28%
Expense Ratio
SDMF has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and compare them to S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
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 DBi CTA Managed Futures Index 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 DBi CTA Managed Futures Index ETF was 6.23%, occurring on Mar 23, 2026. Recovery took 48 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -6.23%Mar 2026 | 21d | 2mo 10d | 3mo 1dMar 2026 - Jun 2026 |
2026 pullback2026 | -0.23%Feb 2026 | 0s | 1d | 1dFeb 2026 - Feb 2026 |
2026 pullback2026 | -0.03%Feb 2026 | 0s | 1d | 1dFeb 2026 - Feb 2026 |
Drawdown Indicators
| SDMF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.23% | -56.78% | +50.55% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -10.72% | +8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.97% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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