ASMFVirtus AlphaSimplex Managed Futures ETF

Diversifier2y track recordRanked #162 of 240 in this goal

Seeks to generate positive absolute returns over time.

By Virtus · Launched 2024

Annual Cost

0.80%

#4,189 of 5,562 · expensive

Fund Size

$31M

#4,021 of 5,562 · small

Return (1Y)Goal

+15.7%

Track Record

2 years

#3,568 of 5,562 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$11,654+16.5%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Managed futures

What it actually holds

By weight

Concentration

Top 10 holdings = 62.5% of fundconcentrated

TREASURY BILL

9.2%

TREASURY BILL

7.7%

TREASURY BILL

7.7%

TREASURY BILL

7.1%

TREASURY BILL

6.2%

TREASURY BILL

6.1%

TREASURY BILL

4.6%

TREASURY BILL

4.6%

TREASURY BILL

4.6%

TREASURY BILL

4.6%

Asset allocation

Cash

311.3%

Stocks

56.5%

Other

39.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

11.4%Moderate

Year-on-year price swings

Max drawdown

-15.3%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

Unavailable

Needs 3+ years of history

Sortino (3Y)

Not yet

Needs 3+ years of history

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks to generate positive absolute returns over time.
Strategy: Actively managed ETF aiming for positive absolute returns consistent with managed futures risk/return characteristics. Uses proprietary quantitative models to capture trends in market prices based on investor behavior.
Inception date: May 15, 2024
Fund family: Virtus