CTA Performance — Simplify Managed Futures Strategy ETF
Data updated: 2026-09-11
CTA returned −2.45% year to date and +1.57% over one year to Jun 2026. The annualised 3-year return is +6.63%. The fund trailed its Commodities category average: $100 invested three years ago grew to $121, against $165 for the category, and to $102 over one year, against $130. Volatility over the past three years was 15.50% a year. In the 12 months to Jun 2026 the fund took in a net $524.8M, and assets reached $1.49B.
CTA Growth of $100
What $100 invested in Simplify Managed Futures Strategy ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | CTA | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $102 | $130 |
| 3 years (Jul 2023 – Jun 2026) | $121 | $165 |
| Since data start (Mar 2022 – Jun 2026) | $132 | $159 |
CTA Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −2.45% |
| 1 year | +1.57% |
| 3 years (annualised) | +6.63% |
CTA Annual Returns
Calendar-year total returns of Simplify Managed Futures Strategy ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | −2.45% |
| 2025 | +1.31% |
| 2024 | +24.19% |
| 2023 | −3.53% |
| 2022 (Mar–Dec) | +11.82% |
CTA Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.7% | +8.7% | 0.0% | +7.9% | −10.6% | −9.4% | — | — | — | — | — | — |
| 2025 | +2.9% | +0.4% | +3.1% | −4.7% | −3.4% | −0.7% | +2.7% | +2.3% | +0.2% | −2.2% | +1.0% | +0.1% |
| 2024 | +0.6% | +6.4% | −0.5% | +10.4% | −0.7% | −0.7% | −3.8% | +0.7% | +0.4% | +3.3% | +3.6% | +2.8% |
| 2023 | −4.9% | +9.3% | −14.4% | +7.0% | +1.7% | +0.8% | +0.6% | −1.1% | +8.5% | −3.7% | −2.5% | −2.5% |
| 2022 | — | — | −4.3% | +8.0% | +1.2% | +4.3% | +3.9% | +4.0% | +0.3% | +1.9% | −6.2% | −1.0% |
CTA Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 15.50%
- 3-year Sharpe ratio: 0.14 (vs 4.5% risk-free rate)
- Best month: +10.42% (Apr 2024)
- Worst month: −10.58% (May 2026)
CTA Fund Flows
Monthly money in and out of Simplify Managed Futures Strategy ETF, from SEC Form N-PORT.
- 12-month net flow: $524.8M
- 12-month gross sales (incl. reinvestments): $783.0M
- Sales ÷ redemptions: 3.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $107.2M | $9.1M | $98.1M |
| May 2026 | $49.4M | $0 | $49.4M |
| Apr 2026 | $149.4M | $65.5M | $83.9M |
| Mar 2026 | $159.4M | $19.5M | $139.8M |
| Feb 2026 | $90.8M | $63.1M | $27.7M |
| Jan 2026 | $24.1M | $7.0M | $17.1M |
| Dec 2025 | $62.8M | $27.2M | $35.6M |
| Nov 2025 | $6.1M | $12.1M | −$6.0M |
| Oct 2025 | $2.8M | $0 | $2.8M |
| Sep 2025 | $39.0M | $12.3M | $26.7M |
| Aug 2025 | $31.6M | $11.0M | $20.5M |
| Jul 2025 | $60.4M | $31.4M | $29.0M |
CTA Assets Under Management
Net assets of Simplify Managed Futures Strategy ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.49B |
| 2026-03-31 | $1.49B |
| 2025-12-31 | $1.19B |
| 2025-09-30 | $1.18B |
| 2025-06-30 | $1.06B |
| 2025-03-31 | $964.37M |
| 2024-12-31 | $445.59M |
| 2024-09-30 | $283.86M |
| 2024-06-28 | $204.87M |
| 2024-03-28 | $162.51M |
| 2023-12-29 | $137.61M |
| 2023-09-29 | $127.01M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.