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Virtus AlphaSimplex Mgd Futs Strat C ASFCX

Medalist Rating as of | See Virtus Investment Hub
  • NAV / 1-Day Return 8.68  /  +0.46 %
  • Total Assets 2.3 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 Feb 24, 2024 | 1-Day Return as of Feb 24, 2024, 12:11 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.

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 ASFCX

  • Current Portfolio Date
  • Equity Holdings
  • Bond Holdings
  • Other Holdings
  • % Assets in Top 10 Holdings 3.2
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Futures Collateral Jpy

54.47 40.5 Mil
Cash and Equivalents

Mxn/Usd Fwd 20240320 0642

45.77 34.1 Mil
Derivative

Nok/Usd Fwd 20240320 0642

17.04 12.7 Mil
Derivative

Zar/Usd Fwd 20240320 0642

14.38 10.7 Mil
Derivative

Sek/Usd Fwd 20240320 0642

11.45 8.5 Mil
Derivative

Pln/Usd Fwd 20240320 0642

10.79 8.0 Mil
Derivative

Chf/Usd Fwd 20240320 0642

2.40 1.8 Mil
Derivative

Nzd/Usd Fwd 20240320 0642

1.83 1.4 Mil
Derivative

Cnh/Usd Fwd 20240320 0642

1.81 1.4 Mil
Derivative

Usd/Nok Fwd 20240320 0642

1.63 1.2 Mil
Derivative