All charts and data below are CPI-U inflation-adjusted and with dividends reinvested. (Why?)

Total Real Returns

CTA: Total Real Return Chart (Dividends Reinvested, Inflation Adjusted)

CTA real return snapshot: after CPI-U inflation, CTA returned +0.50% over the past year and +2.77% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +21.11% in real purchasing-power return, or +4.47%/yr, and is currently −13.27% below its real total-return high on May 4, 2026.

Data ending Fri Jul. 24, 2026

Growth of $10,000

Tue 2022-03-08💬 to Fri 2026-07-24 Overall
Return
Exponential
Trendline
CTA
×
+21.11%
+4.47%/yr
+5.40%/yr
R2=0.607
Simplify Managed Futures Strategy ETF Exchange-Traded Fund

Growth of $10,000 Summary

Tue 2022-03-08💬 to Fri 2026-07-24 Start
Value
End
Value
CTA
×
$10,000.00
2022-03-08
$12,111.42
2026-07-24

This Year’s Performance

through 2026-07-24

  YTD YoY
CTA
×
+2.77% +0.50%

Drawdowns

  Current
Drawdown
Worst
Drawdown
CTA
×
−13.27%
on 2026-07-24
from 2026-05-04 peak
−20.60%
on 2026-07-02
from 2026-05-04 peak

Rolling Returns

Period ending Fri 2026-07-24 1 yr 2 yr 3 yr 5 yr 10 yr
CTA
×
+0.50% +12.36%
+6.00%/yr
+20.55%
+6.43%/yr

Annual Returns

Year CTA
2026 (YTD) +2.77%
2025 −1.74%
2024 +20.67%
2023 −5.40%
2022 +5.07%