Amid a challenging market environment and increased competition from evolving peers, Virtus AlphaSimplex Managed Futures doesn’t stand out as it has in the past. Its Process rating has been downgraded to Average from Above Average.
Virtus AlphaSimplex Managed Futures Strategy Fund Class I ASFYX
- NAV / 1-Day Return 8.60 / +0.58 %
- Total Assets 917.9M
-
Adj. Expense Ratio
1.450%
- Expense Ratio 1.450%
- Distribution Fee Level Below Average
- Share Class Type Institutional
- Category Systematic Trend
- Investment Style Large Blend
- Min. Initial Investment 100,000
- Status Open
- TTM Yield 1.35%
- Turnover —
USD | NAV as of Jun 12, 2026 | 1-Day Return as of Jun 12, 2026, 12:03 AM GMT+0
Morningstar’s Analysis ASFYX
Will ASFYX 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 ASFYX 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 ASFYX’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 10.0
|
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
|---|---|---|---|
Nzd/Usd Fwd 20260318 0642 | 14.44 | 165M | Derivative |
United States Treasury Bills 3.59013% | 10.95 | 125M | Government |
Sgd/Usd Fwd 20260318 0642 | 10.31 | 117M | Derivative |
United States Treasury Bills 3.61407% | 9.63 | 110M | Government |
Mxn/Usd Fwd 20260318 0642 | 9.24 | 105M | Derivative |
Zar/Usd Fwd 20260318 0642 | 8.18 | 93M | Derivative |
Usd/Nzd Fwd 20260318 0642 | 7.99 | 91M | Derivative |
Pln/Usd Fwd 20260318 0642 | 7.78 | 89M | Derivative |
Sek/Usd Fwd 20260318 0642 | 7.69 | 88M | Derivative |
Cnh/Usd Fwd 20260318 0642 | 7.61 | 87M | Derivative |
United States