evenfolioETF Details
Simplify Asset Management·Systematic Trend·CTA · NYSE Arca
Simplify Managed Futures Strategy ETF (CTA)
- Price
- $29.94
- —30 Oct 2026
- Assets
- $1.3B
- Total net assets
- Expense ratio
- 0.75%
- Category 1.78%
- Yield
- 5.27%
- Trailing distributions
- 1Y return
- 16.0%-0.1%
- Category 16.1%
- 3Y CAGR
- 11.1%+3.3%
- Category 7.9%
- 5Y CAGR
- —
- Category 6.5%
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Simplify Managed Futures Strategy ETF
Calendar-year returns
Fund only: no comparison series covers this fund's history.
Risk statistics
Five years of daily closes. Risk-free rate 4% a year.
- Standard deviation
- —
- Maximum drawdown
- —
- Sharpe ratio
- —
- Sortino ratio
- —
- Beta
- —
- Alpha
- —
- R²
- —
- Information ratio
- —
- Upside capture
- —
- Downside capture
- —
- Tracking error
- —
| Period | 1M | 3M | 6M | YTD | 1Y | 3YCAGR | 5YCAGR | 10YCAGR | LaunchCAGR |
|---|---|---|---|---|---|---|---|---|---|
| ETF | +4.3% | +11.8% | -3.9% | +15.1% | +16.0% | +11.1% | — | — | +9.8% |
| Systematic Trend average | -0.3% | 5.1% | 2.6% | 14.3% | 16.1% | 7.9% | 6.5% | 3.4% | 8.6% |
| Difference | +4.6% | +6.7% | -6.5% | +0.8% | -0.1% | +3.3% | — | — | +1.2% |
Holdings
The 3 largest positions make up 120.6% of the fund.
Top holdings
| Ticker | Holding | Weight |
|---|---|---|
| SBIL | Simplify Government Money Market ETF | 73.92% |
| BRNG6 | Brent Crude Future Dec 26 | 28.33% |
| BRNH27 | Brent Crude Future Jan 27 | 18.35% |
Credit quality
Share of the bonds by rating.
- US government59.0%
Asset mix
- Other88.7%
- Bonds33.6%
ETF details
- Issuer
- Simplify Asset Management
- Category
- Alternatives · Systematic Trend
- Ticker
- CTA
- Exchange
- NYSE Arca
- Inception
- 7 Mar 2022 (4.6 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.75% (category 1.78%)
- Holdings turnover
- 0% (category 108%)
- Distribution yield
- 5.27%
- Beta, 3 years
- -0.11
- Total net assets
- $1.3B
- Average maturity
- 9.90 years
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
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