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 +4.78% over the past year and +10.84% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +30.63% in real purchasing-power return, or +5.97%/yr, and is currently −6.46% below its real total-return high on May 4, 2026.

Data ending Fri Oct. 16, 2026

Growth of $10,000

Tue 2022-03-08💬 to Fri 2026-10-16 Overall
Return
Exponential
Trendline
CTA
×
+30.63%
+5.97%/yr
+5.30%/yr
R2=0.626
Simplify Managed Futures Strategy ETF Exchange-Traded Fund

Growth of $10,000 Summary

Tue 2022-03-08💬 to Fri 2026-10-16 Start
Value
End
Value
CTA
×
$10,000.00
2022-03-08
$13,062.55
2026-10-16

This Year’s Performance

through 2026-10-16

  YTD YoY
CTA
×
+10.84% +4.78%

Drawdowns

  Current
Drawdown
Worst
Drawdown
CTA
×
−6.46%
on 2026-10-16
from 2026-05-04 peak
−20.97%
on 2026-08-04
from 2026-05-04 peak

Rolling Returns

Period ending Fri 2026-10-16 1 yr 2 yr 3 yr 5 yr 10 yr
CTA
×
+4.78% +17.16%
+8.24%/yr
+24.86%
+7.68%/yr
— —

Annual Returns

Year CTA
2026 (YTD) +10.84%
2025 −1.74%
2024 +20.67%
2023 −5.40%
2022 +5.07%