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 +1.37% over the past year and +2.48% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +20.77% in real purchasing-power return, or +4.53%/yr, and is currently −13.52% below its real total-return high on May 4, 2026.

Data ending Fri Jun. 12, 2026

Tue 2022-03-08💬 to Fri 2026-06-12 YTD
Return
1 Year
Return
CTA
×
+2.48%
2026-06-12
+1.37%
2026-06-12
Simplify Managed Futures Strategy ETF NYSE Exchange-Traded Fund

Returns

Tue 2022-03-08💬 to Fri 2026-06-12 Overall
Return
Exponential
Trendline
CTA
×
+20.77%
+4.53%/yr
+5.69%/yr
(R2=0.627)
Simplify Managed Futures Strategy ETF NYSE Exchange-Traded Fund

Growth of $10,000

Tue 2022-03-08💬 to Fri 2026-06-12 Start
Value
End
Value
CTA
×
$10,000.00
2022-03-08
$12,076.80
2026-06-12
Simplify Managed Futures Strategy ETF NYSE Exchange-Traded Fund

Annual Returns

Year CTA
2026 (YTD) +2.48%
2025 −1.74%
2024 +20.67%
2023 −5.40%
2022 +5.07%

Drawdowns

Tue 2022-03-08💬 to Fri 2026-06-12 Current
Drawdown
Worst
Drawdown
CTA
×
−13.52%
from 2026-05-04 peak
−19.33%
2023-04-03
from 2022-10-14 peak
Simplify Managed Futures Strategy ETF NYSE Exchange-Traded Fund

Rolling Returns

Period ending Fri 2026-06-12 1
Year
2
Years
3
Years
5
Years
10
Years
CTA
×
+1.37% +9.51%
+4.65%/yr
+19.62%
+6.15%/yr
Simplify Managed Futures Strategy ETF NYSE Exchange-Traded Fund