CTA
Simplify Managed Futures Strategy ETF
$26.54
-0.01 (-0.04%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 203.031M |
| 52 Week High | 28.072 |
| 52 Week Low | 23.011 |
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Key Data
| Symbol | CTA |
|---|---|
| Type | ETF |
| Category | Trend Following |
| Price | 26.54 |
| Price Yesterday | 26.55 |
| Market Cap | 203.03 |
| YTD Return | 13.77% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0078 |
Overview
| 52 Week High | 28.07 |
|---|---|
| 52 Week Low | 23.01 |
| Market Cap | 203.03M |
| Shares Outstanding | 7.65M |
| Income Dividend Yield | 2.95% |
| Long Term Dividend Yield | 3.10% |
| Short Term Dividend Yield | 1.61% |
| 52 Week Yield (All) | 7.67% |
Returns Annualized
| One Day | -9.06% |
|---|---|
| Five Days | -57.98% |
| One Months | -10.31% |
| Three Months | 18.28% |
| Six Months | 26.59% |
| Nine Months | 9.77% |
| One Year | 12.12% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 28.44% |
| Since Inception | 8.86% |
Returns Total
| One Day | -0.04% |
|---|---|
| Five Days | -1.70% |
| One Month | -0.86% |
| Three Months | 4.21% |
| Six Months | 12.29% |
| Nine Months | 7.15% |
| One Year | 12.11% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 13.77% |
| Since Inception | 21.79% |
Yearly Returns
| 2024 | 13.77% |
|---|---|
| 2023 | -2.25% |
| 2022 | 9.52% |
| 2021 | 0.00% |
| 2020 | 0.00% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | 13.31% |
|---|---|
| Beta | -0.28 |
| Correlation | -22.61% |
| Downside Deviation | 2.66% |
| Coefficient of determination | 5.11% |
| Standard Deviation | 4.00% |
| Sharpe Ratio | -1.2 |
| Sortino | -6.25 |
| Treynor | -23.95 |
| Ulcer Index | 4.2 |
| Ulcer Performance Index | -3.96 |