Skip to Content
Morningstar

Virtus AlphaSimplex Mgd Futs Strat I ASFYX

Morningstar Medalist Rating
Medalist Rating as of | See Virtus Investment Hub
  • NAV / 1-Day Return 9.88  /  0.80 %
  • Total Assets 2.6 Bil
  • Adj. Expense Ratio
    1.450%
  • Expense Ratio 1.450%
  • Distribution Fee Level Below Average
  • Share Class Type Institutional
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative / High
  • Min. Initial Investment 100,000
  • Status Open
  • TTM Yield 8.26%
  • Turnover —

USD | NAV as of Sep 30, 2023 | 1-Day Return as of Sep 30, 2023, 12:02 AM GMT+0

Morningstar’s Analysis ASFYX

Will ASFYX 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 ASFYX’s performance objective and investment process is for both security selection and portfolio construction.

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.

A close-knit team that isn't afraid to take risk manages this futures based strategy.

Director Simon Scott

Simon Scott

Director

Summary

AlphaSimplex Managed Futures lacks the scale of some larger quantitative peers, but this allows for a research-centered approach that supports a Morningstar Analyst Rating of Bronze for its cheapest share classes. The most expensive share class remains rated Neutral.

by Simon Scott
Rated on Published on

Unlock our full analysis with Morningstar Investor

Portfolio Holdings ASFYX

More ASFYX Holdings
  • Current Portfolio Date
  • Equity Holdings 0
  • Bond Holdings 27
  • Other Holdings 93
  • % Assets in Top 10 Holdings 3.2
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Usd

8.54
217,482,982
Cash and Equivalents

Credit Agricole CIB New York Branch 0%

4.86
123,950,555
Cash and Equivalents

DNB Bank ASA New York Branch 4.75%

3.92
100,000,121
Cash and Equivalents

United States Treasury Bills 0.01%

3.18
80,906,062
Government

Skandinaviska Enskilda Banken AB (Publ) (New York) 4.82%

3.06
77,990,869
Cash and Equivalents

Asg Managed Fut Strat Cayman Capstock Shares

3.02
77,070,913
—

Mizuho Bank, Ltd. New York Branch 5.25%

2.94
74,992,594
Cash and Equivalents

Sumitomo Mitsui Banking Corporation, New York Branch 5.09%

2.94
74,959,212
Cash and Equivalents

Cooperatieve Rabobank U.A. New York Branch 5.51%

2.36
60,111,022
Cash and Equivalents

Oversea-Chinese Banking Corporation Ltd 5.15%

2.35
59,998,660
Cash and Equivalents