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ASGMVirtus AlphaSimplex Global Macro ETF

Diversifier#201 of 228 for Diversifier

The fund manager attempts to participate in broad macroeconomic trends across global markets located in various countries including the United States, with the goal of outperforming typical long-only equity investments, including reducing drawdowns during protracted periods of stress. Macroeconomic trends represent larger themes at play across global economies and can include economic conditions such as growth, inflation, and or interest rate policy. It is an actively managed ETF. The fund is non-diversified.

Virtus · Since 2025 (9 months)

Annual Cost

0.86%

#4217 out of 5,332 ETFs

Fund Size

$7M

#4684 out of 5,332 ETFs

Dividend Yield

Track Record

9 months

#4713 out of 5,332 ETFs

Performance

1 Year

N/A

3 Years

N/A

5 Years

N/A

What's inside

Asset class
Region
Strategy
systematic alpha

Asset allocation

Stocks
44.0%
Cash
35.2%
Bonds
17.5%
Other
3.3%

Top holdings

iShares Core S&P 500 ETFIVV12.3%
Euro Bund Future Mar 26FGBLH2611.1%
Long Gilt Future June 26RM269.9%
iShares Core MSCI EAFE ETFIEFA7.3%
iShares Core MSCI Emerging Markets ETFIEMG3.4%

Risk profile

Volatility (1Y)

N/A

Max drawdown

-6.6%

Worst peak-to-trough loss

Sharpe (3Y)

N/A

Sortino (3Y)

N/A

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Data updated on 2026-05-05