CTA
Simplify Managed Futures Strategy ETFCTA Fund Description
CTA seeks absolute returns that have low correlation to the equities market. The actively managed fund uses futures in commodity, currency, and fixed income.
CTA Factset Analytics Insight
CTA aims for long-term capital appreciation by using long and short positions, as determined by price trends, in the commodity, currency, and fixed income futures. This strategy is based on a comparison of the recent returns of each futures contract and the adviser’s models, which include price trend, mean reversion, carry, and risk-off. These models are designed to generate absolute returns, low correlation to equities, and help manage downside risk during risk-off events. Additionally, the fund may invest up to 100% in short-term US Treasurys or other high credit quality, short-term fixed-income securities for direct investment or as collateral for the futures. The fund uses repurchase agreements as an indirect means of borrowing. For tax purposes, CTA does not hold the commodity futures contracts but gets its exposure through a wholly-owned Cayman Islands subsidiary, an approach that is common when using futures.
CTA Summary Data
CTA Portfolio Data
CTA Index Data
CTA Portfolio Management
CTA Tax Exposures
CTA Fund Structure
CTA Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of CTA. CTA is rated a N/A out of 5.
CTA Tradability
CTA Asset Allocation
Short
Long
Net
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0.00%
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CTA Top 5 Holdings Long
CTA Top 5 Holdings Short
CTA Performance Statistics
CTA Correlations (Daily Returns 12 Mo)
Options Strategies for Outcome Investing
A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.
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