Simplify Managed Futures Strategy ETF (CTA) Performance
CTA total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +17.8% since Dec 31, 2025
- 1 year
- +16.2% total return
- 3 years
- +11.7% a year
- Since first price
- +10.4% a year since 2022
CTA trailing returns vs SPY, QQQ, AGG
| Period | CTA total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.6% | +3.6% | −1.0% | −5.0% | +0.9% |
| 3 months | +8.9% | +7.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.5% | +1.5% | +7.8% | +8.4% | −1.5% |
| YTD | +17.8% | +12.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.2% | +10.1% | +14.4% | +15.9% | −1.1% |
| 3 years | +39.5%+11.7%/yr | +15.2% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionMar 8, 2022 | +58.0%+10.4%/yr | +21.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: CTA vs SPY
From Mar 8, 2022: CTA grew to $15,803, SPY to $19,452.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
CTA returns by calendar year
2 of 3 full years positive. Best 2024 (+24.1%), worst 2023 (−2.2%). 2026 is year to date.
CTA annual returns table
| Year | CTA | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +17.8% | −20.8% | +12.3% | +15.1% | −1.0% |
| 2025 | +0.9% | −11.2% | +17.7% | +20.8% | +7.2% |
| 2024 | +24.1% | −8.3% | +24.9% | +25.6% | +1.3% |
| 2023 | −2.2% | −17.0% | +26.2% | +54.9% | +5.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
CTA largest drawdowns
Now 3.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| May 4, 2026 | −20.8% | Aug 4, 2026 | not yet | 3 months | 6 months so far |
| Oct 14, 2022 | −18.1% | Apr 3, 2023 | Apr 10, 2024 | 6 months | 1.5 years |
| Feb 19, 2025 | −11.2% | Aug 4, 2025 | Feb 18, 2026 | 5 months | 12 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
CTA risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +8.2% | +10.3% |
| Volatility (annualized) | 15.0% | 16.8% |
| Sharpe ratio | 0.31 | 0.43 |
| Sortino ratio | 0.45 | 0.62 |
| Best month | +9.8% | +9.8% |
| Worst month | −10.3% | −14.1% |
| Best 12 months | +26.0% | +26.0% |
| Worst 12 months | +0.9% | −8.6% |
| Positive months | 64% | 65% |
| Beta vs S&P 500 | -0.12 | — |
| Correlation with S&P 500 | -0.10 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
CTA rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 44 | −8.6% | +6.9% | +26.0% | 82% |
| 3-year (a year) | 20 | +3.7% | +8.3% | +15.5% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
CTA performance overview
Simplify Managed Futures Strategy ETF (CTA) returned +16.2% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +10.4% a year, turning $10,000 into about $15,803. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −20.8%, from May 4, 2026 to Aug 4, 2026; the fund has not yet regained that high. CTA finished 2 of its 3 full calendar years with a gain; the best year was 2024 (+24.1%) and the worst 2023 (−2.2%). Volatility has been 16.8% a year.
Related: CTA chart, CTA dividends. See the CTA overview for the latest quote and fund facts.
CTA performance FAQ
What is the CTA return over the past year?
CTA returned +16.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 10.1%.
How much would $10,000 invested in CTA be worth?
$10,000 invested in CTA at its first recorded close on March 8, 2022 would be worth about $15,803 on October 23, 2026 with distributions reinvested.
What was the worst year for CTA?
The worst calendar year was 2023, with a total return of −2.2%. The best was 2024 at +24.1%.
What is the biggest drawdown of CTA?
The largest peak-to-trough decline was −20.8% between May 4, 2026 and August 4, 2026. It has not yet recovered to that high; it is 3.3% below its peak.
How volatile is CTA?
Over the past 3 years CTA had an annualized volatility of 15.0% and a Sharpe ratio of 0.31 (excess return over 1–3 month T-bills per unit of risk).