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 A AMFAX
- NAV / 1-Day Return 10.00 / +0.91 %
- Total Assets 2.4 Bil
-
Adj. Expense Ratio
- 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 0.28%
- Turnover —
USD | NAV as of Apr 24, 2024 | 1-Day Return as of Apr 24, 2024, 11:49 PM GMT+0
Morningstar’s Analysis AMFAX
Will AMFAX 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 4.0
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Futures Collateral Jpy | 75.49 | 79.3 Mil | Cash and Equivalents |
Mxn/Usd Fwd 20240620 0642 | 28.51 | 30.0 Mil | Derivative |
Pln/Usd Fwd 20240620 0642 | 6.65 | 7.0 Mil | Derivative |
Zar/Usd Fwd 20240620 0642 | 4.62 | 4.9 Mil | Derivative |
Sek/Usd Fwd 20240620 0642 | 3.52 | 3.7 Mil | Derivative |
Usd/Chf Fwd 20240620 0642 | 2.10 | 2.2 Mil | Derivative |
Us Dollar | 1.91 | 2.0 Mil | Cash and Equivalents |
Usd/Sgd Fwd 20240620 0642 | 1.87 | 2.0 Mil | Derivative |
Usd/Cnh Fwd 20240620 0642 | 1.66 | 1.7 Mil | Derivative |
Usd/Nzd Fwd 20240620 0642 | 1.10 | 1.2 Mil | Derivative |