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 +7.78% over the past year and +9.17% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +28.65% in real purchasing-power return, or +5.70%/yr, and is currently −7.88% below its real total-return high on May 4, 2026.

Data ending Thu Sep. 24, 2026

Growth of $10,000

Tue 2022-03-08💬 to Thu 2026-09-24 Overall
Return
Exponential
Trendline
CTA
×
+28.65%
+5.70%/yr
+5.28%/yr
R2=0.614
Simplify Managed Futures Strategy ETF Exchange-Traded Fund

Growth of $10,000 Summary

Tue 2022-03-08💬 to Thu 2026-09-24 Start
Value
End
Value
CTA
×
$10,000.00
2022-03-08
$12,865.32
2026-09-24

This Year’s Performance

through 2026-09-24

  YTD YoY
CTA
×
+9.17% +7.78%

Drawdowns

  Current
Drawdown
Worst
Drawdown
CTA
×
−7.88%
on 2026-09-24
from 2026-05-04 peak
−20.97%
on 2026-08-04
from 2026-05-04 peak

Rolling Returns

Period ending Thu 2026-09-24 1 yr 2 yr 3 yr 5 yr 10 yr
CTA
×
+7.78% +18.95%
+9.06%/yr
+20.06%
+6.28%/yr
— —

Annual Returns

Year CTA
2026 (YTD) +9.17%
2025 −1.74%
2024 +20.67%
2023 −5.40%
2022 +5.07%