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
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Data updated on 2026-05-05