Skip to content
Beacon

ASMFVirtus AlphaSimplex Managed Fut

Diversifier#134 of 228 for Diversifier

Under normal market conditions, AlphaSimplex typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its strategy. These market exposures, which are expected to change over time, primarily include exposures to the returns of U.S. and non-U.S. equity and fixed-income securities and securities indices, currencies, and commodities.

Virtus · Since 2024 (1 year)

Annual Cost

0.80%

#3981 out of 5,332 ETFs

Fund Size

$30M

#3802 out of 5,332 ETFs

Dividend Yield

0.21%

Track Record

1 year

#3662 out of 5,332 ETFs

Performance

1 Year

+16.1%

3 Years

N/A

5 Years

N/A

What's inside

Asset class
Region
Strategy
managed futures

Asset allocation

Cash
311.3%
Stocks
56.5%
Other
39.7%

Top holdings

Euro Bund Future June 26FGBLM26106.9%

Risk profile

Volatility (1Y)

11.1%

Moderate

Max drawdown

-15.3%

Worst peak-to-trough loss

Sharpe (3Y)

N/A

Sortino (3Y)

N/A

Similar ETFs

Data updated on 2026-05-05