Virtus AlphaSimplex Mgd Futs Strat A (AMFAX)

Fund Assets	962.93M
Expense Ratio	1.696%
Min. Investment	$2,500
Turnover	n/a
Dividend (ttm)	0.14
Dividend Yield	1.55%
Dividend Growth	27.47%
Payout Frequency	n/a
Ex-Dividend Date	Dec 30, 2025

Previous Close	9.21
YTD Return	18.50%
1-Year Return	22.31%
5-Year Return	20.75%
52-Week Low	7.33
52-Week High	9.27
Beta (5Y)	n/a
Holdings	138
Inception Date	Jul 30, 2010

About AMFAX

Virtus AlphaSimplex Managed Futures Strategy Fund Class A is an alternative mutual fund focused on delivering absolute return through a systematic, trend-following approach. The fund primarily seeks long-term capital appreciation by targeting momentum patterns across a diversified array of liquid futures and forward contracts. Its investment universe spans global equities, fixed income, commodities, and currencies, allowing for both long and short positions depending on prevailing market trends. A distinguishing feature of this fund is its reliance on quantitative models designed to adapt dynamically to shifts in asset prices. This enables the fund to reposition quickly during periods of major market moves or dislocation, with the aim of capitalizing on identifiable trends regardless of market direction. The fund’s allocation strategy is diversified, with recent risk budgets distributed among equities, fixed income, currencies, and commodities. It is recognized for its low correlation with traditional stock and bond markets, providing a potential source of portfolio diversification. Managed futures products like this one have historically offered ‘crisis alpha’—the potential to generate positive returns during times of market stress or crisis. The fund is designed to serve institutional and individual investors seeking exposure to alternative, systematic investment strategies distinct from conventional equity and bond funds.

• Fund Family: Virtus
• Category: Systematic Trend
• Performance Rating: Low
• Risk Rating: Above Average
• Stock Exchange: Nasdaq
• Ticker Symbol: AMFAX
• Share Class: Class A
• Index: Index is not available on Lipper Database

Performance

AMFAX had a total return of 22.31% in the past year, including dividends. Since the fund's inception, the average annual return has been 4.00%.

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
AMFNX	Class R6	1.33%
ASFYX	Class I	1.45%
ASFCX	Class C	2.45%

Top 10 Holdings

145.27% of assets

Name	Symbol	Weight
Nok/Usd Fwd 20260916 0642	n/a	23.07%
Alphasimplex Managed Futures Strategy Cayman Fund Ltd	n/a	18.18%
Usd/Chf Fwd 20260916 0642	n/a	16.70%
Nzd/Usd Fwd 20260916 0642	n/a	16.07%
Usd/Sgd Fwd 20260916 0642	n/a	15.80%
Usd/Nok Fwd 20260916 0642	n/a	12.29%
Usd/Nzd Fwd 20260916 0642	n/a	11.76%
Usd/Pln Fwd 20260916 0642	n/a	11.37%
Zar/Usd Fwd 20260916 0642	n/a	10.27%
Sgd/Usd Fwd 20260916 0642	n/a	9.77%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 30, 2025	$0.05246	Dec 30, 2025
Dec 16, 2025	$0.08757	Dec 16, 2025
Dec 18, 2024	$0.10985	Dec 18, 2024
Dec 20, 2023	$0.02739	Dec 20, 2023
Dec 29, 2022	$3.2817	Dec 30, 2022
Apr 7, 2022	$0.0309	Apr 8, 2022

Data Sources: Tiingo, Financial Modeling Prep, and more

Historical data is provided by Tiingo. Delayed stock pricing data is provided by Financial Modeling Prep. Several fund data points are also provided by Finnhub.

Last checked:

Oct 16, 2026

Data Sources Report a data error