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ASMFVirtus AlphaSimplex Managed Futures ETF

Diversifier2y track recordRanked #179 of 266 in this goal

Seeks to generate positive absolute returns over time.

By Virtus · Launched 2024

Annual Cost

0.80%

#4,362 of 5,861 · expensive

Fund Size

$31M

#4,143 of 5,861 · small

Return (1Y)Goal

+15.7%

Track Record

2 years

#3,479 of 5,861 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$11,634+16.3%

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

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Managed futures

What it actually holds

By weight

Concentration

Top 10 holdings = 58.9% of fundmoderately concentrated

UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
8.1%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
7.1%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.4%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.4%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.1%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.1%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.8%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.8%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.5%
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.5%

Asset allocation

Cash
311.3%
Stocks
56.5%
Other
39.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
11.5%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

Listing

Exchange
NYSE Arca

Full fund details

Objective
Seeks to generate positive absolute returns over time.
Strategy
Actively manages a portfolio using replication techniques and quantitative models to capture trends in the managed futures industry. Invests in U.S. and non-U.S. equity and fixed-income securities, primarily through futures and forward contracts, targeting positive returns.
Inception date
May 15, 2024
Fund family
Virtus

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Data updated on 2026-08-04