CTA

Simplify Managed Futures Strategy ETF
*Unless otherwise stated, data provided by FactSet.

CTA 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.

PERFORMANCE [as of 08/17/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CTA -0.93% 7.92% -- -- -- -- --
CTA (NAV) -0.98% 8.28% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CTA Summary Data

Simplify
03/07/22
Open-Ended Fund
0.75%
$57.12M
$1.72M
0.30%

CTA Portfolio Data

Long/Short Broad-based
--
N/A
--

CTA Index Data

No Underlying Index
Proprietary
Proprietary
N/A

CTA Portfolio Management

0.75%
--
--
--

CTA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

CTA Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

CTA Factset Analytics Block Liquidity

As of 08/18/22
5
4
3
2
1

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

61,347
$1.72M
43,609
$1.26M
0.30%
$0.08
0.65%
2.10% / -1.16%
None
100.00%
25,000
1.74
--
--
0
$28.69
N/A

CTA Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

CTA Top 5 Holdings Long

26.08%
24.81%
22.97%
15.91%
5.04%

CTA Top 5 Holdings Short

--

CTA Performance Statistics

--
8.02%
0.87%
-0.09
-0.06
-9.92
102.82

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.