10-day Volatility
16.35%
+2.03%+14.18%
02 December 2024
1-month Volatility
13.86%
-0.14%-1.00%
02 December 2024
3-month Volatility
12.19%
+0.13%+1.08%
02 December 2024
1-year Volatility
14.58%
+0.04%+0.28%
02 December 2024
Summary:
CTA ETF 10-day historical volatility is 16.35%, with the most recent change of +2.03% (+14.18%) on 02 December 2024.CTA Volatility Chart
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CTA Volatility Performance
| PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
|---|---|---|---|---|
| todaytoday | +14.2% | -1.0% | +1.1% | +0.3% |
| 1 m1 month | -8.4% | -0.7% | +13.5% | -3.3% |
| 3 m3 months | +104.9% | +48.9% | +6.8% | -2.5% |
| 6 m6 months | +17.3% | +0.4% | -14.6% | -3.1% |
| ytdytd | -48.5% | -50.8% | -36.6% | -26.4% |
| 1 y1 year | +20.0% | -29.1% | -12.1% | -22.2% |
| 5 y5 years | - | - | - | - |
CTA Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 18.24% | -10.4% | 11.12% | -32.0% |
| 3 m | 3 months | 18.24% | -10.4% | 6.19% | -62.1% |
| 6 m | 6 months | 18.24% | -10.4% | 5.23% | -68.0% |
| 1 y | 1 year | 35.44% | -53.9% | 4.27% | -73.9% |
| 3 y | 3 years | 67.40% | -75.7% | 4.27% | -73.9% |
| 5 y | 5 years | 67.40% | -75.7% | 4.27% | -73.9% |
| alltime | all time | 67.40% | -75.7% | 4.27% | -73.9% |
CTA Volatility History
| Date | Value |
|---|---|
| 2024 | 16.35%(-48.5%) |
| Date | Value |
|---|---|
| 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 16.35%
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 -15.39% (-48.49%) 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 +2.72% (+19.96%)