Virtus AlphaSimplex Managed Futures ETF ASMF offers general exposure to the trend-following industry at an affordable price. It isn’t designed to be a standout performer, but it does earnestly track its index, unlike some peers that claim to offer trend-following beta yet effectively expose investors to single-manager risk.
Virtus Alphasimplex Managed Futures ETF ASMF
Morningstar’s Analysis ASMF
Will ASMF outperform in the future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
The People Pillar is our evaluation of the ASMF 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 ASMF’s parent organization’s priorities and whether they’re in line with investors’ interests.
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings −198.7
|
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
|---|---|---|---|
Australian Dollar Future June 26 | 61.30 | 5M | Derivative |
Cash | 60.25 | 5M | Cash and Equivalents |
V Alphasplex Mf Et Cayman | 37.79 | 3M | — |
United States Treasury Bills 0% | 30.17 | 2M | Government |
United States Treasury Bills 0% | 25.41 | 2M | Government |
United States Treasury Bills 0% | 25.37 | 2M | Government |
Future on TOPIX | 25.00 | 2M | — |
United States Treasury Bills 0% | 22.94 | 2M | Government |
United States Treasury Bills 0% | 22.94 | 2M | Government |
MSCI Emerging Markets Index Future June 26 | 19.52 | 2M | — |
United States