A compact team of researchers behind AlphaSimplex Managed Futures combines conventional trend-following models with original ones to offer a differentiated managed-futures strategy.
Virtus AlphaSimplex Mgd Futs Strat C ASFCX
- NAV / 1-Day Return 8.93 / +0.68 %
- Total Assets 2.3 Bil
-
Adj. Expense Ratio
- 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 Mar 28, 2024 | 1-Day Return as of Mar 28, 2024, 12:00 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.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 1.7
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Futures Collateral Jpy | 76.42 | 68.0 Mil | Cash and Equivalents |
Mxn/Usd Fwd 20240320 0642 | 43.15 | 38.4 Mil | Derivative |
Zar/Usd Fwd 20240320 0642 | 20.99 | 18.7 Mil | Derivative |
Nok/Usd Fwd 20240320 0642 | 15.62 | 13.9 Mil | Derivative |
Sek/Usd Fwd 20240320 0642 | 12.05 | 10.7 Mil | Derivative |
Pln/Usd Fwd 20240320 0642 | 10.22 | 9.1 Mil | Derivative |
Usd/Sgd Fwd 20240320 0642 | 2.64 | 2.4 Mil | Derivative |
Usd/Chf Fwd 20240320 0642 | 2.37 | 2.1 Mil | Derivative |
Nzd/Usd Fwd 20240320 0642 | 2.35 | 2.1 Mil | Derivative |
Usd/Zar Fwd 20240320 0642 | 2.06 | 1.8 Mil | Derivative |