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Morningstar

Virtus AlphaSimplex Mgd Futs Strat A AMFAX

Morningstar Medalist Rating
Medalist Rating as of | See Virtus Investment Hub
  • NAV / 1-Day Return 9.31  /  +1.53 %
  • Total Assets 2.2 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 0.29%
  • Turnover —

USD | NAV as of Jul 27, 2024 | 1-Day Return as of Jul 27, 2024, 12:08 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.

  • Process Pillar

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

  • People Pillar

    The People Pillar is our evaluation of the AMFAX 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 AMFAX’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 AMFAX

More AMFAX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 15.1
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Usd/Sgd Fwd 20240918 0642

18.55 337.7 Mil
Derivative

Alphasimplex Managed Futures Strategy Cayman Fund Ltd

15.76 287.0 Mil
—

Usd/Chf Fwd 20240918 0642

14.36 261.4 Mil
Derivative

Nzd/Usd Fwd 20240918 0642

13.30 242.2 Mil
Derivative

Usd/Cnh Fwd 20240919 0642

9.88 179.9 Mil
Derivative

Zar/Usd Fwd 20240918 0642

9.58 174.4 Mil
Derivative

Pln/Usd Fwd 20240918 0642

9.34 170.0 Mil
Derivative

Us Dollar

5.65 103.0 Mil
Cash and Equivalents

Usd/Mxn Fwd 20240918 0642

5.19 94.6 Mil
Derivative

Sumitomo Mitsui Trust Bank Ltd New York Branch 5.31%

4.83 88.0 Mil
Cash and Equivalents