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 +4.78% 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 â6.46% below its real total-return high on May 4, 2026.
Data ending Fri Oct. 16, 2026
| Tue 2022-03-08đŹ 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 | ||||||
| Tue 2022-03-08đŹ to Fri 2026-10-16 |
Start
Value |
End
Value |
|---|---|---|
| CTA × |
$10,000.00
2022-03-08 |
$13,062.55
2026-10-16 |
| YTD | YoY | |
|---|---|---|
| CTA × | +10.84% | +4.78% |
|
Current
Drawdown |
Worst
Drawdown |
|
|---|---|---|
| CTA × |
â6.46%
on 2026-10-16 from 2026-05-04 peak |
â20.97%
on 2026-08-04 from 2026-05-04 peak |
| 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 |
— | — |
| Year | CTA |
|---|---|
| 2026 (YTD) | +10.84% |
| 2025 | â1.74% |
| 2024 | +20.67% |
| 2023 | â5.40% |
| 2022 | +5.07% |