CTA Simplify Managed Futures Strategy ETF
Quote as of Aug 26, 2026 20:00 UTC · Market data delayed approximately 15–20 minutes unless otherwise indicated.
| Previous Close | 26.88 | Day Range | 26.87 – 27.31 |
| 52-Week Range | 25.39 – 32.76 | Volume | 764.05K |
| Avg Volume | 513.64K | AUM | $1.55B (Aug 27, 2026) |
| Expense Ratio | 0.75% | Yield (TTM) | 5.52% |
| NAV | 27.27 | Premium/Discount | -1.03% indicative |
| Inception | Mar 07, 2022 | Holdings | 88 |
| Issuer | Simplify | Exchange | AMEX |
| Category | Global | Index Tracked | Not stated in source data |
| CUSIP | 82889N699 | ISIN | US82889N6994 |
| Management | Not stated in source data | ||
About this ETF
The Simplify Managed Futures Strategy ETF (CTA) aims to achieve long-term capital appreciation. It does this by systematically investing in futures contracts, with the objective of generating an absolute return profile. This strategy is designed to have a low correlation to traditional equity markets, offering potential resilience and support during periods of market downturns or 'risk-off' events. The ETF accomplishes these goals by deploying a comprehensive suite of systematic models, which were crafted by Altis Partners, a highly experienced commodity trading advisor boasting over two decades of expertise in the field.
Description from the fund data provider · profile as of Aug 27, 2026.
Price Chart
Daily closing prices (price return, not total return). Comparison lines are normalized to percent change from the range start. Source: Financial Modeling Prep.
Performance
| 1M | 3M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | Incep.* | |
|---|---|---|---|---|---|---|---|---|---|
| Price return | +0.75% | -7.66% | -9.82% | -0.99% | -2.81% | +1.58% | — | — | +1.48% |
| Total return | +1.24% | -6.74% | -7.57% | +2.35% | +1.96% | +7.90% | — | — | +7.25% |
* Annualized. Total return uses the dividend-adjusted price series (distributions reinvested); price return uses unadjusted closes. Performance through Aug 26, 2026. Past performance does not guarantee future results.
Fees
| Net expense ratio | 0.75% | Annual cost of a $10,000 investment | $75.00 |
Illustrative calculation only: expense ratio × $10,000. It excludes trading costs, bid/ask spreads, taxes and changes in investment value. Gross vs. net expense details and any fee waivers are in the prospectus.
Holdings
Holdings as of Aug 26, 2026 — portfolio reporting date from the data provider; holdings are not live positions. 34 rows in database.
| # | Holding | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|---|
| 1 | SIMPLIFY E GOVT MONEY MKT ETF | SBIL | 33.32% | 11.30M | $1.13B |
| 2 | BRENT CRUDE FUTR NOV26 | — | 11.27% | 4.39K | $383.2M |
| 3 | COPPER FUTURE DEC26 | — | 7.46% | 1.49K | $253.9M |
| 4 | BRENT CRUDE FUTR DEC26 | — | 6.44% | 2.57K | $219.2M |
| 5 | COTTON NO.2 FUTR DEC26 | — | 5.00% | 3.85K | $170.1M |
| 6 | NY HARB ULSD FUT NOV26 | — | 3.35% | 677 | $114.1M |
| 7 | SUGAR #11 (WORLD) MAR27 | — | 2.89% | 4.80K | $98.2M |
| 8 | LOW SU GASOIL G SEP26 | — | 2.56% | 701 | $87.1M |
| 9 | WHITE SUGAR (ICE) OCT26 | — | 2.54% | 3.34K | $86.3M |
| 10 | LOW SU GASOIL G OCT26 | — | 2.27% | 640 | $77.1M |
| 11 | NY HARB ULSD FUT OCT26 | — | 2.10% | 411 | $71.5M |
| 12 | SUGAR #11 (WORLD) OCT26 | — | 1.97% | 3.46K | $66.9M |
| 13 | COFFEE 'C' FUTURE DEC26 | — | 1.62% | 439 | $55.2M |
| 14 | B 10/22/26 Govt | — | 1.58% | 54.00M | $53.7M |
| 15 | KC HRW WHEAT FUT DEC26 | — | 1.43% | 1.26K | $48.5M |
| 16 | B 11/5/26 Govt | — | 1.17% | 40.00M | $39.7M |
| 17 | B 11/12/26 Govt | — | 1.17% | 40.00M | $39.7M |
| 18 | B 12/08/26 Govt | — | 1.16% | 40.00M | $39.6M |
| 19 | B 12/15/26 Govt | — | 1.16% | 40.00M | $39.5M |
| 20 | B 11/17/26 Govt | — | 1.02% | 35.00M | $34.7M |
| 21 | B 11/19/26 Govt | — | 1.02% | 35.00M | $34.7M |
| 22 | KC HRW WHEAT FUT MAR27 | — | 0.97% | 840 | $33.0M |
| 23 | COTTON NO.2 FUTR MAR27 | — | 0.96% | 724 | $32.7M |
| 24 | B 9/8/26 Govt | — | 0.94% | 32.00M | $32.0M |
| 25 | WHITE SUGAR (ICE) DEC26 | — | 0.93% | 1.23K | $31.5M |
Click a ticker to see every ETF that owns it.
Sector Exposure
Geographic Exposure
Country weights as reported by the data provider. Developed/emerging/frontier labels follow the classification on the Methodology page. Currency hedged: No hedging indicated in the fund name.
Distributions
| Yield (TTM) | 5.52% | Paid (last 12 months) | $1.4900 |
| Frequency | Monthly | SEC yield | Not provided by our data source — see the issuer page |
| Last ex-date | Aug 26, 2026 | Last payment | $0.1300 (Aug 31, 2026) |
| Growth 1Y | -1.20% | Growth 3Y / 5Y (ann.) | — / — |
| Ex-date | Record | Pay date | Amount |
|---|---|---|---|
| Aug 26, 2026 | Aug 26, 2026 | Aug 31, 2026 | $0.1300 |
| Jul 28, 2026 | Jul 28, 2026 | Jul 31, 2026 | $0.1300 |
| Jun 25, 2026 | Jun 25, 2026 | Jun 30, 2026 | $0.1300 |
| May 26, 2026 | May 26, 2026 | May 29, 2026 | $0.1500 |
| Apr 27, 2026 | Apr 27, 2026 | Apr 30, 2026 | $0.1500 |
| Mar 26, 2026 | Mar 26, 2026 | Mar 31, 2026 | $0.1500 |
| Feb 24, 2026 | Feb 24, 2026 | Feb 27, 2026 | $0.1500 |
| Jan 27, 2026 | Jan 27, 2026 | Jan 30, 2026 | $0.1000 |
| Dec 23, 2025 | Dec 23, 2025 | Dec 31, 2025 | $0.1000 |
| Nov 21, 2025 | Nov 21, 2025 | Nov 28, 2025 | $0.1000 |
| Oct 28, 2025 | Oct 28, 2025 | Oct 31, 2025 | $0.1000 |
| Sep 25, 2025 | Sep 25, 2025 | Sep 30, 2025 | $0.1000 |
Trailing distribution yield = last 12 months of cash ÷ current price. It is NOT the SEC 30-day yield and distributions are not guaranteed to continue. The difference explained →
Risk Statistics
| Volatility 1Y / 3Y | 22.81% / 17.13% | Sharpe 1Y / 3Y | 0.042 / 0.341 |
| Max drawdown 1Y / 3Y | -20.79% / -20.79% | Sortino 1Y | 0.057 |
| Beta vs S&P 500 (3Y) | -0.127 | Correlation vs S&P 500 (1Y) | -0.24 |
| Downside deviation 1Y | 16.84% | Risk-free rate used | 3.71% (3M T-bill, FRED) |
Computed by ETF Explorer from daily dividend-adjusted closes; volatility and drawdown are annualized/period figures; S&P 500 exposure proxied by SPY. As of Aug 27, 2026. Formulas →
Liquidity
| Volume today | 764.05K | Average volume | 513.64K |
| AUM | $1.55B | Premium/Discount | -1.03% |
| Bid/Ask spread | Not provided by our data source. Check your broker's quote screen; spreads are widest at the open and close. | ||
Premium/discount compares the delayed market price with the last reported NAV — an indicative figure, not the official closing premium/discount. How ETF liquidity works →
Fund Flows (estimated)
| Period | Est. net flow | % of starting AUM | AUM start → end |
|---|---|---|---|
| 1 Day | -$80.6M | -4.94% | $1.63B → $1.55B |
| 1 Week | $26.8M | +1.67% | $1.61B → $1.55B |
ETF Explorer estimate: change in reported AUM minus the market-move effect, from our own daily snapshots. Not official issuer creation/redemption data.
Official Fund Resources
External links open the issuer's site or SEC EDGAR in a new tab. The prospectus and official documents are always the authoritative source — review them before investing.
Latest News for CTA
No articles mention this fund directly in the last 7 days — showing general ETF coverage.
Guided help: AUM is fund size. The expense ratio is the yearly cost baked into returns. NAV is the value of what the fund owns per share; the market price can sit slightly above (premium) or below (discount) it. Total return assumes distributions were reinvested. Every dataset shows its own as-of date because holdings, assets and quotes update on different schedules.