CTA: Simplify Managed Futures Strategy ETF
Performance
CTA +16.10%
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Summary
CTA at a glance
CTA returned +16.10% over the past year. Its worst drop in that year was -20.80%, smaller than 29% of ETFs on Redstone, and its Sharpe ratio of 0.55 beats 61% of ETFs on Redstone. It yields 5.02%.
Ranking
How CTA ranks
74
1Y Return Rank—
5Y Return Rank61
Sharpe Ratio Rank29
Max Drawdown Rank32
Volatility Rank84
Dividend Yield RankCurrent Drawdown
-4.86%
Rolling Volatility
+1.27%
Actions
Metrics
Risk Indicators
Alpha19.49%
Beta-0.62x
Sharpe0.55
Sortino0.78
Omega1.10
Calmar0.77
Martin1.53
Comparisons