Virtus AlphaSimplex Mgd Futures Strategy Fund I (ASFYX)
7.12
-0.01
(-0.14%)
USD |
Jun 18 2025
Key Stats
Customize
| Net Expense Ratio | Total Assets Under Management | Weighted Average Dividend Yield | Turnover Ratio (Generic) |
|---|---|---|---|
| 1.45% | 1.310B | -- | -- |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized Total Returns Since Inception (Daily) | Max Drawdown (Since Inception) |
| -416.64M | -24.60% | Upgrade | Upgrade |
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 |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| 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:
88
-444.09M
Peer Group Low
300.71M
Peer Group High
1 Year
% Rank:
88
-416.64M
-995.53M
Peer Group Low
895.25M
Peer Group High
3 Months
% Rank:
86
-732.66M
Peer Group Low
375.21M
Peer Group High
3 Years
% Rank:
87
-1.322B
Peer Group Low
1.448B
Peer Group High
6 Months
% Rank:
89
-847.87M
Peer Group Low
740.43M
Peer Group High
5 Years
% Rank:
92
-2.429B
Peer Group Low
1.668B
Peer Group High
YTD
% Rank:
88
-826.27M
Peer Group Low
673.89M
Peer Group High
10 Years
% Rank:
95
-4.787B
Peer Group Low
2.198B
Peer Group High
Date Unavailable
Risk
Performance Versus Peer Group
Annual Total Returns Versus Peers
As of June 20, 2025.
Asset Allocation
As of April 30, 2025.
| Type | % Net |
|---|---|
| Cash | 66.01% |
| Stock | 0.00% |
| Bond | 21.87% |
| Convertible | 0.00% |
| Preferred | 0.00% |
| Other | 12.12% |
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
Other Assets less Liabilities
|
19.54% | -- | -- |
|
Virtus AlphaSimplex Managed Futures Strategy Fund
|
10.82% | -- | -- |
|
SEK/USD Forward Contract
|
6.83% | -- | -- |
|
PLN/USD Forward Contract
|
5.41% | -- | -- |
|
NOK/USD Forward Contract
|
3.98% | -- | -- |
|
USD/CNH Forward Contract
|
3.97% | -- | -- |
|
DNB BANK ASA (New York Branch) 4.31% 06-MAY-2025
|
3.78% | -- | -- |
|
SGD/USD Forward Contract
|
3.63% | -- | -- |
|
CHF/USD Forward Contract
|
3.60% | -- | -- |
|
Bank of Nova Scotia 21-AUG-2025
|
3.54% | -- | -- |
Fees & Availability
| Fees | |
| Actual 12B-1 Fee | -- |
| Actual Management Fee | 1.13% |
| Administration Fee | 2.02M% |
| Maximum Front Load | -- |
| Maximum Deferred Load | -- |
| Maximum Redemption Fee | -- |
| General Availability | |
| Available for Insurance Product | -- |
| Available for RRSP | -- |
| Purchase Details | |
| Open to New Investors |
|
| Minimum Initial Investment | 100000.0 None |
| Minimum Subsequent Investment | 0.00 None |
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 |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| 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 (6-18-25) | 1.79% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
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. |