Virtus AlphaSimplex Managed Futures Strategy Fund Class R6 (AMFNX)
| Fund Assets | 1.38B |
| Expense Ratio | 1.33% |
| Min. Investment | $1,000,000 |
| Turnover | n/a |
| Dividend (ttm) | 0.14 |
| Dividend Yield | 1.87% |
| Dividend Growth | 60.83% |
| Payout Frequency | Annual |
| Ex-Dividend Date | Dec 18, 2024 |
| Previous Close | 7.26 |
| YTD Return | -16.82% |
| 1-Year Return | -24.98% |
| 5-Year Return | 11.18% |
| 52-Week Low | 7.08 |
| 52-Week High | 9.76 |
| Beta (5Y) | n/a |
| Holdings | 137 |
| Inception Date | May 1, 2017 |
About AMFNX
Virtus AlphaSimplex Managed Futures Strategy Fund Class R6 is an alternative mutual fund designed to deliver long-term capital appreciation through a systematic trend-following approach. The fund aims for absolute returns by actively investing in a diversified array of liquid futures and forward contracts across global equity, fixed income, currency, and commodity markets. Its strategy utilizes proprietary quantitative models to identify and capitalize on price trends, both upward and downward, seeking to profit regardless of general market direction. With a flexible asset allocation, it seeks to add value through dynamic risk and volatility management, making extensive use of derivatives to obtain targeted exposures. The fund is notable for its multi-asset diversification and potential to provide uncorrelated returns relative to traditional stock and bond investments, which can enhance portfolio diversification. Managed by AlphaSimplex Group, LLC, the fund is positioned as an actively managed solution for investors seeking diversification and a differentiated source of returns that may help mitigate portfolio risk during various market conditions.
Performance
AMFNX had a total return of -24.98% in the past year, including dividends. Since the fund's inception, the average annual return has been 2.00%.
Top 10 Holdings
62.46% of assets| Name | Symbol | Weight |
|---|---|---|
| Alphasimplex Managed Futures Strategy Cayman Fund Ltd | n/a | 11.35% |
| Sgd/Usd Fwd 20250917 0642 1 | n/a | 8.67% |
| Nok/Usd Fwd 20250917 0642 8 | n/a | 7.75% |
| Pln/Usd Fwd 20250917 0642 2 | n/a | 6.14% |
| Us Dollar | n/a | 5.31% |
| Sek/Usd Fwd 20250917 0642 5 | n/a | 4.93% |
| Chf/Usd Fwd 20250917 0642 | n/a | 4.84% |
| DNB Bank Asa New York Branch 4.31% | n/a | 4.78% |
| Mizuho Bank, Ltd. New York Branch 4.39% | MIZUHO.F 08.19.25 YCD | 4.35% |
| Sumitomo Mitsui Trust Bank Ltd New York Branch 4.29% | n/a | 4.35% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 18, 2024 | $0.13605 | Dec 18, 2024 |
| Dec 20, 2023 | $0.08459 | Dec 20, 2023 |
| Dec 29, 2022 | $3.317 | Dec 30, 2022 |
| Apr 7, 2022 | $0.0309 | Apr 8, 2022 |
| Dec 30, 2021 | $0.6198 | Dec 31, 2021 |
| Dec 30, 2020 | $0.3601 | Dec 31, 2020 |