All charts and data below are with dividends reinvested. (Inflation adjustment is OFF !)
CTA total return snapshot: CTA returned +0.25% over the past year and −3.19% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +29.86% in nominal total return, or +6.10%/yr, and is currently −20.57% below its total-return high on May 4, 2026.
Data ending Wed Aug. 5, 2026
| Tue 2022-03-08💬 to Wed 2026-08-05 |
Overall
Return |
Exponential
Trendline |
||||
|---|---|---|---|---|---|---|
| CTA × |
+29.86%
+6.10%/yr |
+8.59%/yr
R2=0.791 |
||||
| Simplify Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
| Tue 2022-03-08💬 to Wed 2026-08-05 |
Start
Value |
End
Value |
|---|---|---|
| CTA × |
$10,000.00
2022-03-08 |
$12,986.42
2026-08-05 |
| YTD | YoY | |
|---|---|---|
| CTA × | −3.19% | +0.25% |
|
Current
Drawdown |
Worst
Drawdown |
|
|---|---|---|
| CTA × |
−20.57%
on 2026-08-05 from 2026-05-04 peak |
−20.79%
on 2026-08-04 from 2026-05-04 peak |
| Period ending Wed 2026-08-05 | 1 yr | 2 yr | 3 yr | 5 yr | 10 yr |
|---|---|---|---|---|---|
| CTA × | +0.25% |
+8.78% +4.30%/yr |
+19.82% +6.21%/yr |
— | — |
| Year | CTA |
|---|---|
| 2026 (YTD) | −3.19% |
| 2025 | +0.88% |
| 2024 | +24.15% |
| 2023 | −2.23% |
| 2022 | +9.55% |