CTA ETF Historical Volatility

10-day Volatility

9.20%
-3.44%-27.22%

February 10, 2025

1-month Volatility

11.95%
-1.02%-7.86%

February 10, 2025

3-month Volatility

14.30%
+0.05%+0.35%

February 10, 2025

1-year Volatility

12.97%
+0.06%+0.46%

February 10, 2025


Summary


Performance

CTA Volatility Chart

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High & Low

OtherCTAmarket datametrics:

CTA Volatility Trends

PeriodPeriod10-day volatility10-day volatility1-month volatility1-month volatility3-month volatility3-month volatility1-year volatility1-year volatility
todaytoday-27.2%-7.9%+0.3%+0.5%
1 m1 month-27.2%---
3 m3 months-23.1%---
6 m6 months-37.0%---
ytdytd-56.8%---
1 y1 year-43.5%---
5 y5 years----

CTA Volatility Highs & Lows

PeriodPeriodHighHighCurrent vs highvs highLowLowCurrent vs lowvs low
1 m1-month9.20%at low
3 m3-month22.08%-58.3%8.24%-10.4%
6 m6-month22.08%-58.3%5.23%-43.2%
1 y1-year22.08%-58.3%4.27%-53.6%
3 y3-year67.40%-86.4%4.27%-53.6%
5 y5-year67.40%-86.4%4.27%-53.6%
alltimeall time67.40%-86.4%4.27%-53.6%

CTA Volatility History

DateValue
2025
9.20%(-56.8%)
2024
21.30%(-32.9%)
DateValue
2023
31.74%(+51.9%)
2022
20.89%

FAQ

  • What is Simplify Managed Futures Strategy ETF 10-day historical volatility?
  • What is the all time high 10-day volatility for Simplify Managed Futures Strategy ETF?
  • What is CTA 10-day historical volatility year-to-date change?
  • What is Simplify Managed Futures Strategy ETF 10-day volatility year-on-year change?

What is Simplify Managed Futures Strategy ETF 10-day historical volatility?

The current 10-day volatility of CTA is 9.20%

What is the all time high 10-day volatility for Simplify Managed Futures Strategy ETF?

Simplify Managed Futures Strategy ETF all-time high 10-day historical volatility is 67.40%

What is CTA 10-day historical volatility year-to-date change?

Simplify Managed Futures Strategy ETF 10-day historical volatility has changed by -12.10% (-56.81%) since the beginning of the year

What is Simplify Managed Futures Strategy ETF 10-day volatility year-on-year change?

Over the past year, CTA 10-day historical volatility has changed by -7.07% (-43.45%)