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Morningstar

Virtus AlphaSimplex Mgd Futs Strat C ASFCX

Morningstar Medalist Rating
Medalist Rating as of | See Virtus Investment Hub
  • NAV / 1-Day Return 9.03  /  −0.33 %
  • Total Assets 2.4 Bil
  • Adj. Expense Ratio
    2.450%
  • Expense Ratio 2.450%
  • Distribution Fee Level Low
  • Share Class Type Level Load
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative/High
  • Min. Initial Investment 2,500
  • Status Open
  • TTM Yield —
  • Turnover —

USD | NAV as of Apr 23, 2024 | 1-Day Return as of Apr 23, 2024, 12:06 AM GMT+0

Morningstar’s Analysis ASFCX

Will ASFCX outperform in future?

Get our overall rating based on a fundamental assessment of the pillars below.

  • Process Pillar

    The Process Pillar is our assessment of how sensible, clearly defined, and repeatable ASFCX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the ASFCX management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

  • Parent Pillar

    The Parent Pillar is our rating of ASFCX’s parent organization’s priorities and whether they’re in line with investors’ interests.

A close-knit team running a differentiated strategy.

Analyst Hyunmin Kim

Hyunmin Kim

Analyst

Summary

A compact team of researchers behind AlphaSimplex Managed Futures combines conventional trend-following models with original ones to offer a differentiated managed-futures strategy.

by Hyunmin Kim
Rated on Published on

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Portfolio Holdings ASFCX

More ASFCX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 4.0
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Futures Collateral Jpy

75.49 79.3 Mil
Cash and Equivalents

Mxn/Usd Fwd 20240620 0642

28.51 30.0 Mil
Derivative

Pln/Usd Fwd 20240620 0642

6.65 7.0 Mil
Derivative

Zar/Usd Fwd 20240620 0642

4.62 4.9 Mil
Derivative

Sek/Usd Fwd 20240620 0642

3.52 3.7 Mil
Derivative

Usd/Chf Fwd 20240620 0642

2.10 2.2 Mil
Derivative

Us Dollar

1.91 2.0 Mil
Cash and Equivalents

Usd/Sgd Fwd 20240620 0642

1.87 2.0 Mil
Derivative

Usd/Cnh Fwd 20240620 0642

1.66 1.7 Mil
Derivative

Usd/Nzd Fwd 20240620 0642

1.10 1.2 Mil
Derivative