Performance analysis of CTA (SIMPLIFY MANAGED FUTURES STRATEGY ETF)
Annual Return
Over the past 3 years, CTA has had an average annual return of +11.61%, underperforming the benchmark SPY, which returned +22.77% annual.
Since Mar 8, 2022, CTA has had an average annual return of +10%, underperforming the benchmark SPY, which returned +16.85% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.69% | +0.89% | +24.15% | -2.25% | +9.54% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.26% | +8.35% | +0.45% | +7.57% | -10.28% | +2.98% | +11.69% | ||||||
| 2025 | +2.18% | +0.81% | +3.45% | -5.20% | -3.39% | -0.44% | +2.73% | +1.97% | +0.57% | -2.29% | +0.67% | +0.19% | +0.89% |
| 2024 | +0.72% | +5.97% | -0.35% | +9.77% | -0.33% | -0.83% | -4.16% | +0.96% | +0.96% | +2.89% | +3.92% | +2.99% | +24.15% |
| 2023 | -4.10% | +9.28% | -14.09% | +6.74% | +1.97% | +0.43% | +0.63% | -1.13% | +8.99% | -4.10% | -2.77% | -1.78% | -2.25% |
| 2022 | -4.78% | +8.96% | +1.14% | +3.47% | +3.68% | +4.23% | -0.08% | +1.78% | -6.88% | -1.41% | +9.54% |
Drawdown analysis of CTA (SIMPLIFY MANAGED FUTURES STRATEGY ETF)
The maximum drawdown for the CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 256 trading sessions.
The current CTA drawdown is -8.34%.
Since Mar 8, 2022 CTA has experienced the following drawdowns:
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.09% | Oct 14, 2022 | 116 | Apr 3, 2023 | 256 | Apr 10, 2024 | 372 |
| -11.22% | Feb 19, 2025 | 114 | Aug 4, 2025 | 136 | Feb 18, 2026 | 250 |
| -11.00% | May 4, 2026 | 18 | May 29, 2026 | Ongoing | Ongoing | Ongoing |
| -8.35% | May 20, 2024 | 51 | Aug 2, 2024 | 78 | Nov 21, 2024 | 129 |
| -8.34% | Apr 6, 2026 | 9 | Apr 17, 2026 | 7 | Apr 28, 2026 | 16 |
| -6.39% | Mar 18, 2026 | 3 | Mar 23, 2026 | 8 | Apr 2, 2026 | 11 |
| -5.28% | Mar 8, 2022 | 8 | Mar 18, 2022 | 20 | Apr 18, 2022 | 28 |
| -4.16% | May 12, 2022 | 26 | Jun 21, 2022 | 7 | Jun 30, 2022 | 33 |
| -4.00% | Sep 26, 2022 | 6 | Oct 4, 2022 | 8 | Oct 14, 2022 | 14 |
| -3.70% | Jul 25, 2022 | 5 | Aug 1, 2022 | 22 | Aug 31, 2022 | 27 |
| -3.03% | Nov 22, 2024 | 9 | Dec 6, 2024 | 5 | Dec 13, 2024 | 14 |
| -2.97% | Sep 1, 2022 | 3 | Sep 7, 2022 | 5 | Sep 14, 2022 | 8 |
| -2.62% | Dec 18, 2024 | 6 | Dec 27, 2024 | 8 | Jan 10, 2025 | 14 |
| -2.42% | Jul 6, 2022 | 2 | Jul 8, 2022 | 4 | Jul 14, 2022 | 6 |
| -2.34% | Apr 26, 2024 | 9 | May 9, 2024 | 2 | May 13, 2024 | 11 |
| -2.27% | Jan 15, 2025 | 7 | Jan 27, 2025 | 10 | Feb 10, 2025 | 17 |
| -2.00% | Mar 12, 2026 | 2 | Mar 16, 2026 | 1 | Mar 17, 2026 | 3 |
| -1.92% | Mar 2, 2026 | 1 | Mar 3, 2026 | 5 | Mar 10, 2026 | 6 |
| -1.85% | Jul 14, 2022 | 2 | Jul 18, 2022 | 2 | Jul 20, 2022 | 4 |
| -1.78% | Apr 18, 2022 | 2 | Apr 20, 2022 | 3 | Apr 25, 2022 | 5 |
| -1.51% | Apr 29, 2026 | 2 | May 1, 2026 | 1 | May 4, 2026 | 3 |
| -1.23% | Feb 10, 2025 | 1 | Feb 11, 2025 | 1 | Feb 12, 2025 | 2 |
| -1.19% | May 13, 2024 | 2 | May 15, 2024 | 2 | May 17, 2024 | 4 |
| -0.87% | May 2, 2022 | 2 | May 4, 2022 | 4 | May 10, 2022 | 6 |
| -0.52% | Mar 10, 2026 | 1 | Mar 11, 2026 | 1 | Mar 12, 2026 | 2 |