All charts and data below are CPI-U inflation-adjusted and with dividends reinvested. (Why?)
CTA real return snapshot: after CPI-U inflation, CTA returned +3.17% over the past year and +8.24% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +27.56% in real purchasing-power return, or +5.43%/yr, and is currently â8.66% below its real total-return high on May 4, 2026.
Data ending Thu Oct. 15, 2026
| Tue 2022-03-08đŹ to Thu 2026-10-15 |
Overall
Return |
Exponential
Trendline |
||||
|---|---|---|---|---|---|---|
| CTA × |
+27.56%
+5.43%/yr |
+5.30%/yr
R2=0.625 |
||||
| Simplify Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
| Tue 2022-03-08đŹ to Thu 2026-10-15 |
Start
Value |
End
Value |
|---|---|---|
| CTA × |
$10,000.00
2022-03-08 |
$12,756.21
2026-10-15 |
| YTD | YoY | |
|---|---|---|
| CTA × | +8.24% | +3.17% |
|
Current
Drawdown |
Worst
Drawdown |
|
|---|---|---|
| CTA × |
â8.66%
on 2026-10-15 from 2026-05-04 peak |
â20.97%
on 2026-08-04 from 2026-05-04 peak |
| Period ending Thu 2026-10-15 | 1 yr | 2 yr | 3 yr | 5 yr | 10 yr |
|---|---|---|---|---|---|
| CTA × | +3.17% |
+14.49% +7.00%/yr |
+21.78% +6.79%/yr |
— | — |
| Year | CTA |
|---|---|
| 2026 (YTD) | +8.24% |
| 2025 | â1.74% |
| 2024 | +20.67% |
| 2023 | â5.40% |
| 2022 | +5.07% |