# CTA (Simplify Managed Futures Strategy ETF) Simplify · Alternatives ETFs · data as of Oct 28, 2026 Promise check: Not measured. Its strategy, systematic trend, states no objective ETFIQ can measure. https://etfiq.com/promise-index/alternatives/ Over the year to Oct 28, 2026, CTA returned 18.4%. When the S&P 500 fell, it rose 0.40% a week. ## Key facts - CTA, correlation with the S&P 500: −0.19, as of Oct 28, 2026. - CTA, beta to the S&P 500: −0.36, as of Oct 28, 2026. - CTA, down-week capture: −36.1%, as of Oct 28, 2026. - CTA, against T-bills, 52 weeks: +13.7 pts, as of Oct 28, 2026. - CTA, 12-month yield, capital gains included, on its starting price: 5.8%, as of Oct 28, 2026. - CTA, last payment (paid monthly), ex-date Oct 27, 2026: $0.13, as of Oct 27, 2026. - CTA, net assets: $1.4bn (issuer page, as of Oct 27, 2026). - CTA, expense ratio: 0.75% (497 XBRL, Oct 31, 2025). ## CTA over each window to Oct 28, 2026 | Window | Total return | S&P 500 (SPY) | | --- | --- | --- | | 1 month | +5.0% | +0.9% | | 3 months | +12.4% | +6.1% | | 6 months | −4.6% | +9.1% | | Year to date | +16.0% | +14.1% | | 1 year | +18.4% | +13.6% | | 3 years | +37.5% | +95.0% | | Since launch | +55.5% | +97.7% | | Since launch, annualised | +10.0% | – | ## CTA key stats - 52-week high, daily closes to Oct 28, 2026: $32.61 on May 4, 2026 (computed by ETFIQ from Tiingo daily prices) - 52-week low, daily closes to Oct 28, 2026: $25.45 on Aug 4, 2026 (computed by ETFIQ from Tiingo daily prices) - Close on Oct 28, 2026, within that range: $30.16, 66% of the way from the low to the high (computed by ETFIQ from Tiingo daily prices) ## CTA trading - Not scored. - The full trading page: https://etfiq.com/funds/cta/trading/ ## Every published field | Field | Value | Source | | --- | --- | --- | | Issuer | Simplify | ETFIQ | | Strategy | Managed futures | ETFIQ, from its prospectus | | Expense ratio | 0.75% | 497 XBRL, Oct 31, 2025 | | Net assets | $1.4bn | issuer page, as of Oct 27, 2026 | | Weeks measured | 52, from Oct 29, 2025 to Oct 28, 2026 | ETFIQ | | Weeks the S&P 500 fell | 26 | ETFIQ | | The S&P 500 in those weeks, on average | −1.10% | ETFIQ | | CTA in those weeks, on average | +0.40% | ETFIQ | | CTA total return over those weeks | +17.4% | ETFIQ | | T-bills | +3.6% | ETFIQ | | When stocks fell | S&P 500 −4.9% in March 2026; CTA +0.4% | ETFIQ | | Weekly correlation with the S&P 500 | −0.19, 52 weeks to Oct 28, 2026 | ETFIQ | | First traded | Mar 8, 2022 | ETFIQ | | Days traded | 1,166 | ETFIQ | | Quoted | on an exchange, every trading day | ETFIQ | ## Money in and out, to Jun 30, 2026 Monthly data only. Jun 2026: +$98.1m, from SEC Form N-PORT. Computed by ETFIQ from the change in shares outstanding times the previous day’s NAV. Every day and month: . Method: https://etfiq.com/methodology/flows ## Questions ### Does CTA move with the S&P 500? Over the year to Oct 28, 2026, CTA’s weekly returns had a correlation of −0.19 with the S&P 500’s, on a scale where 1 moves in step, 0 shows no pattern and −1 moves opposite. Its beta was −0.36, so for each 1% the index moved it moved about 0.36% the other way. ### What did CTA do when stocks fell? The S&P 500 fell in 26 of the 52 weeks to Oct 28, 2026, by 1.10% on average. In those weeks CTA rose 0.40% on average, a down-week capture of −36.1%. ### Did CTA earn more than cash? Over the same 52 weeks CTA returned +17.4% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.6%. CTA finished 13.7 percentage points ahead of it. ### What does CTA cost? The prospectus expense ratio is 0.75% a year. ### Why is CTA listed as managed futures? ETFIQ files each fund by what its own prospectus says it does, and CTA’s, filed Oct 28, 2025, describes a managed futures fund. ## Cite this page ETFIQ, CTA, alternatives ETFs, data as of Oct 28, 2026. https://etfiq.com/funds/cta Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at . HTML: https://etfiq.com/funds/cta · JSON: https://etfiq.com/funds/cta.json