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ETFs

Simplify Managed Futures Strategy ETF

CTA
$--
Today’s Change
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Snapshot
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Inception Date
Mar 07 2022
Expense Ratio
0.75%
Type
Global Hedge Fund
Fund Owner
Simplify ETF
Volume (1m avg. daily)
$1,641,199
AUM
$127,002,527
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

n/a
Derivatives offset
667.67%
B 0 01/11/24
B 01/11/24 Govt
60.43%
B 10/03/23 Govt
B 10/03/23 Govt
20.05%
n/a
Cash
11.74%
B 0 12/28/23
B 12/21/23 Govt
7.77%
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 PST, DBMF, TBX

CTA
Simplify Exchange Traded Funds - Simplify Managed Futures Strategy ETF
PST
Invesco Capital Management LLC - PowerShares UltraShort Lehman 7-10 + Year Treasury ProShares -2X Sh
DBMF
Manager Directed Portfolios - iMGP DBi Managed Futures Strategy ETF
TBX
ProShares Trust - ProShares Short 7-10 Year Treasury -1x Shares
KMLM
KraneShares Trust - KFA Mount Lucas Managed Futures Index Strategy ETF
VRIG
Invesco Capital Management LLC - Invesco Variable Rate Investment Grade ETF
FLTR
VanEck ETF Trust - VanEck IG Floating Rate ETF
FLRN
SPDR Series Trust - SPDR Bloomberg Investment Grade Floating Rate ETF
FLOT
BlackRock Institutional Trust Company N.A. - iShares Floating Rate Bond ETF
GLL
ProShares Trust - ProShares UltraShort Gold -2x Shares
ZSL
ProShares Trust - ProShares UltraShort Silver -2x 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

#OPUS-12

Opus-12

Category

Opus, Investing for the Long-Term

Risk Rating

Moderate

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.

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 0.0686%. This is the percent change in the value of CTA over the most recent 1-month period. The 3-month return on CTA is 0.0877%. This is the percent change in the value of CTA over the most recent 3-month period.

The standard deviation of CTA for the past year is 0.1908%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to CTA include AOR, DRSK, and FPEI.

ETFs correlated to CTA include PST, DBMF, and TBX.

ETFs that are inversely correlated to CTA include TUA, SHY, and IBTE.

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.