Simplify Asset ManagementSystematic TrendCTA · NYSE Arca

Simplify Managed Futures Strategy ETF (CTA)

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Price: $30.29; —11 Sept 2026
Assets: $1.6B; Total net assets
Expense ratio: 0.75%; Category 1.78%
Yield: 5.26%; Trailing distributions

1Y return: 17.0%-1.7%; Category 18.7%
3Y CAGR: 11.9%+4.1%; Category 7.8%
5Y CAGR: —; Category 7.0%

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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: —

Trailing returns compared with benchmark
Period	1M	3M	6M	YTD	1Y	3YCAGR	5YCAGR	10YCAGR	LaunchCAGR
ETF	+12.1%	+8.8%	+2.5%	+15.5%	+17.0%	+11.9%	—	—	+10.2%
Systematic Trend average	4.2%	5.2%	6.2%	14.7%	18.7%	7.8%	7.0%	3.5%	9.3%
Difference	+7.9%	+3.6%	-3.7%	+0.7%	-1.7%	+4.1%	—	—	+0.8%

Holdings

The 3 largest positions make up 109.8% of the fund.

Top holdings

Largest holdings by weight
Ticker	Holding	Weight
SBIL	Simplify Government Money Market ETF	70.54%
BRNF6	Brent Crude Future Nov 26	24.98%
BRNG6	Brent Crude Future Dec 26	14.29%

Credit quality

Share of the bonds by rating.

US government59.4%

Asset mix

Other132.5%
Bonds31.7%

ETF details

Issuer: Simplify Asset Management
Category: Alternatives · Systematic Trend
Ticker: CTA
Exchange: NYSE Arca
Inception: 7 Mar 2022 (4.5 years)
Structure: Exchange Traded Fund
Expense ratio: 0.75% (category 1.78%)
Holdings turnover: 0% (category 108%)
Distribution yield: 5.26%
Beta, 3 years: -0.20
Total net assets: $1.6B
Average duration: 3.76 years
Average maturity: 9.95 years

Prices and returns as of 11 Sept 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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