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Virtus AlphaSimplex Mgd Futs Strat A AMFAX

Medalist Rating as of | See Virtus Investment Hub
  • NAV / 1-Day Return 9.36  /  −1.47 %
  • Total Assets 2.3 Bil
  • Adj. Expense Ratio
    1.700%
  • Expense Ratio 1.700%
  • Distribution Fee Level Low
  • Share Class Type Front Load
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative/High
  • Min. Initial Investment 2,500
  • Status Open
  • TTM Yield 0.28%
  • Turnover

USD | NAV as of Jun 15, 2024 | 1-Day Return as of Jun 15, 2024, 12:21 AM GMT+0

Morningstar’s Analysis AMFAX

Will AMFAX outperform in future?

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

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.

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Portfolio Holdings AMFAX

  • Current Portfolio Date
  • Equity Holdings
  • Bond Holdings
  • Other Holdings
  • % Assets in Top 10 Holdings 13.2
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Usd/Chf Fwd 20240620 0642

20.81 387.4 Mil
Derivative

Usd/Sgd Fwd 20240620 0642

20.00 372.4 Mil
Derivative

Nzd/Usd Fwd 20240620 0642

15.52 289.0 Mil
Derivative

Pln/Usd Fwd 20240620 0642

14.92 277.9 Mil
Derivative

Zar/Usd Fwd 20240620 0642

14.71 273.9 Mil
Derivative

Usd/Nzd Fwd 20240620 0642

13.88 258.4 Mil
Derivative

Usd/Sek Fwd 20240620 0642

13.73 255.6 Mil
Derivative

Alphasimplex Managed Futures Strategy Cayman Fund Ltd

13.63 253.8 Mil

Mxn/Usd Fwd 20240620 0642

11.87 220.9 Mil
Derivative

Usd/Cnh Fwd 20240620 0642

11.31 210.6 Mil
Derivative