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Simplify Managed Futures Strategy ETF

CTA
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Mar 07 2022
Expense Ratio
0.75%
Type
Global Hedge Fund
Fund Owner
Simplify ETF
Volume (1m avg. daily)
$2,719,911
AUM
$129,006,525
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus

Top 10 Holdings

n/a
Derivatives offset
1105.98%
B 0 02/23/23
B 02/23/23 Govt
21.37%
B 0 06/08/23
B 06/08/23 Govt
20.43%
n/a
Cash
13.11%
B 0 03/23/23
B 03/23/23 Govt
11.34%
Invest with CTA

What is CTA?

The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital appreciation by systematically investing in futures in an attempt to create an absolute return profile, that also has low correlation to equities, and can provide support in risk-off events. To this end, CTA deploys a suite of systematic models that have been designed by Altis Partners, a commodity trading advisor with over 20 years of experience.

ETFs related toCTA

ETFs correlated to CTA include UUP, EUO, EPV

CTA
Simplify Exchange Traded Funds - Simplify Managed Futures Strategy ETF
UUP
Invesco DB US Dollar Index Trust - Invesco DB US Dollar Index Bullish Fund
EUO
ProShares Trust - ProShares UltraShort Euro -2X Shares
EPV
ProShares Trust - ProShares UltraShort FTSE Europe -2X Shares
USDU
WisdomTree Trust - WisdomTree Bloomberg U.S. Dollar Bullish Fund
EFZ
ProShares Trust - ProShares Short MSCI EAFE -1X Shares
JDST
Direxion Shares ETF Trust - Direxion Daily Junior Gold Miners Index Bear -2X Shares
GDXD
Bank of Montreal - MicroSectors Gold Miners -3X Inverse Leveraged ETNs
DUST
Direxion Shares ETF Trust - Direxion Daily Gold Miners Index Bear -2X Shares
AMZD
Direxion Shares ETF Trust - Direxion Daily AMZN Bear 1X Shares
SJB
ProShares Trust - ProShares Short High Yield -1x Shares

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toCTA

#BORING

The Not Boring: Rising Rates with Vol Switch

Category

Community

Risk Rating

Aggressive

#SPYMIN

SPY minimum drawdown

Category

Community

Risk Rating

Aggressive

Create your own algorithmic trading strategy with CTA using Composer

FAQ

CTA is a Global Hedge Fund ETF. The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital appreciation by systematically investing in futures in an attempt to create an absolute return profile, that also has low correlation to equities, and can provide support in risk-off events. To this end, CTA deploys a suite of systematic models that have been designed by Altis Partners, a commodity trading advisor with over 20 years of experience.

The top holdings for CTA include Derivatives offset, B 02/23/23 Govt, and B 06/08/23 Govt.

CTA has 55 total holdings.

Yes, CTA is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, CTA is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on CTA is -0.0074%. This is the percent change in the value of CTA over the most recent 1-month period. The 3-month return on CTA is -0.0952%. This is the percent change in the value of CTA over the most recent 3-month period.

ETFs similar to CTA include AOA, PGX, and PFF.

ETFs correlated to CTA include UUP, EUO, and EPV.

ETFs that are inversely correlated to CTA include UTWO, XTWO, and TUA.

Disclaimers

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We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.