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 −4.45% over the past year and −6.55% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +10.13% in real purchasing-power return, or +2.26%/yr, and is currently −21.14% below its real total-return high on May 4, 2026.
Data ending Thu Jul. 2, 2026
| Tue 2022-03-08💬 to Thu 2026-07-02 |
YTD
Return |
1 Year
Return |
||||
|---|---|---|---|---|---|---|
| CTA × |
−6.55%
2026-07-02 |
−4.45%
2026-07-02 |
||||
| Simplify Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
| Tue 2022-03-08💬 to Thu 2026-07-02 |
Overall
Return |
Exponential
Trendline |
||||
|---|---|---|---|---|---|---|
| CTA × |
+10.13%
+2.26%/yr |
+5.52%/yr
(R2=0.613) |
||||
| Simplify Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
| Tue 2022-03-08💬 to Thu 2026-07-02 |
Start
Value |
End
Value |
||||
|---|---|---|---|---|---|---|
| CTA × |
$10,000.00
2022-03-08 |
$11,012.80
2026-07-02 |
||||
| Simplify Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
| Year | CTA |
|---|---|
| 2026 (YTD) | −6.55% |
| 2025 | −1.74% |
| 2024 | +20.67% |
| 2023 | −5.40% |
| 2022 | +5.07% |
| Tue 2022-03-08💬 to Thu 2026-07-02 |
Current
Drawdown |
Worst
Drawdown |
||||
|---|---|---|---|---|---|---|
| CTA × |
−21.14%
from 2026-05-04 peak |
−21.14%
2026-07-02 from 2026-05-04 peak |
||||
| Simplify Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
| Period ending Thu 2026-07-02 |
1
Year |
2
Years |
3
Years |
5
Years |
10
Years |
|
|---|---|---|---|---|---|---|
| CTA × | −4.45% |
−2.21% −1.11%/yr |
+9.46% +3.06%/yr |
— | — | |
| Simplify Managed Futures Strategy ETF Exchange-Traded Fund | ||||||
