Virtus AlphaSimplex Mgd Futures Strategy Fund I (ASFYX)
9.25
+0.08
(+0.87%)
USD |
Sep 15 2026
Returns Chart
Key Stats
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 1.45% | 952.78M | -- | -- |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| -563.19M | 25.72% |
Basic Info
| Investment Strategy | |
| The Fund seeks an absolute return strategy. The Fund's adviser typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its absolute return strategy while also seeking to add value through volatility management. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Managed Futures |
| Peer Group | Alternative Managed Futures Funds |
| Global Macro | Liquid Alternatives |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Managed Futures Funds |
| Fund Owner Firm Name | Virtus |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Net Fund Flows Versus Peer Group
1 Month
% Rank:
89
-121.02M
Peer Group Low
114.17M
Peer Group High
1 Year
% Rank:
99
-563.19M
-563.19M
Peer Group Low
2.191B
Peer Group High
3 Months
% Rank:
94
-159.80M
Peer Group Low
401.29M
Peer Group High
3 Years
% Rank:
86
-1.886B
Peer Group Low
2.841B
Peer Group High
6 Months
% Rank:
99
-285.11M
Peer Group Low
902.96M
Peer Group High
5 Years
% Rank:
98
-681.71M
Peer Group Low
3.608B
Peer Group High
YTD
% Rank:
99
-161.46M
Peer Group Low
1.740B
Peer Group High
10 Years
% Rank:
92
-9.825B
Peer Group Low
1.381B
Peer Group High
Date Unavailable
Risk
Performance Versus Peer Group
Annual Total Returns Versus Peers
As of September 16, 2026.
Asset Allocation
As of June 30, 2026.
| Type | % Net |
|---|---|
| Cash | 47.76% |
| Stock | 0.00% |
| Bond | 30.63% |
| Convertible | 0.00% |
| Preferred | 0.00% |
| Other | 21.61% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
Other Assets less Liabilities
|
15.42% | -- | -- |
|
USD/SGD Forward Contract
|
14.02% | -- | -- |
|
USD/CHF Forward Contract
|
12.99% | -- | -- |
|
USD/NZD Forward Contract
|
10.44% | -- | -- |
|
CNH/USD Forward Contract
|
8.06% | -- | -- |
|
MXN/USD Forward Contract
|
7.43% | -- | -- |
| United States of America USGB 07/28/2026 FIX USD Government (Matured) | 7.11% | 100.00 | 0.01% |
|
USD/SEK Forward Contract
|
6.77% | -- | -- |
|
Virtus AlphaSimplex Managed Futures Strategy Fund
|
5.17% | -- | -- |
|
ZAR/USD Forward Contract
|
4.43% | -- | -- |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | 1.11% |
| Administration Fee | 1.189M None |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | -- |
| General Availability | |
| Available for Insurance Product | No |
| Available for RRSP | No |
| Purchase Details | |
| Open to New Investors |
|
| Minimum Initial Investment | 100000.0 None |
| Minimum Subsequent Investment | 0.00 None |
TTM Distributions
| Type | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Qualified Income
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Normal
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Qualified
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
LT Cap Gains
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Ordinary Income
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Non-Qual
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
ST Cap Gains
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Interest
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Tax-Exempt
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
ROC
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Other
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
|
Total
|
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- |
As of August 31, 2026.
Basic Info
| Investment Strategy | |
| The Fund seeks an absolute return strategy. The Fund's adviser typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its absolute return strategy while also seeking to add value through volatility management. |
| General | |
| Security Type | Mutual Fund |
| Equity Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative Strategies |
| Global Peer Group | Alternative Managed Futures |
| Peer Group | Alternative Managed Futures Funds |
| Global Macro | Liquid Alternatives |
| US Macro | Alternative Equity Funds |
| YCharts Categorization | -- |
| YCharts Benchmark | -- |
| Prospectus Objective | Alternative Managed Futures Funds |
| Fund Owner Firm Name | Virtus |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
Fundamentals
| General | |
| Distribution Yield | -- |
| Dividend Yield TTM (9-15-26) | 1.27% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Number of Holdings | 122 |
Top Portfolio Holders
| Name | % Weight |
|---|---|
| Portfolio A | 5.00% |
| Portfolio B | 3.50% |
| Portfolio C | 2.25% |
Excel Add-In Codes
| Name: =YCI("M:ASFYX", "name") |
| Broad Asset Class: =YCI("M:ASFYX", "broad_asset_class") |
| Broad Category: =YCI("M:ASFYX", "broad_category_group") |
| Prospectus Objective: =YCI("M:ASFYX", "prospectus_objective") |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |