Virtus AlphaSimplex Mgd Futs Strat C (ASFCX)
| Fund Assets | 1.25B |
| Expense Ratio | 2.45% |
| Min. Investment | $2,500 |
| Turnover | n/a |
| Dividend (ttm) | 0.03 |
| Dividend Yield | 0.42% |
| Dividend Growth | n/a |
| Payout Frequency | Annual |
| Ex-Dividend Date | Dec 18, 2024 |
| Previous Close | 6.65 |
| YTD Return | -15.93% |
| 1-Year Return | -17.72% |
| 5-Year Return | 4.69% |
| 52-Week Low | 6.39 |
| 52-Week High | 8.21 |
| Beta (5Y) | n/a |
| Holdings | 137 |
| Inception Date | Jul 30, 2010 |
About ASFCX
Virtus AlphaSimplex Managed Futures Strategy Fund Class C is a mutual fund that employs a systematic, trend-following approach to investing across global futures and forward markets. Its primary objective is long-term capital appreciation through an absolute return strategy, aiming to deliver positive results regardless of prevailing market conditions. The fund leverages a diversified portfolio, dynamically taking long and short positions in liquid contracts tied to equities, fixed income, currencies, and commodities. This multi-asset exposure is designed to capture momentum from identifiable price trends in global markets, while the flexible risk allocation enables adaptation to changing volatility and market inflection points. Notably, the fund often exhibits low correlation with traditional stock and bond investments, making it a valuable diversification tool within broader portfolios, particularly during periods of market stress. Managed by AlphaSimplex Group, a specialist in quantitative and systematic strategies, the fund's disciplined process and active risk management seek to harness market dislocations while maintaining a moderate level of volatility over the long term.
Performance
ASFCX had a total return of -17.72% in the past year, including dividends. Since the fund's inception, the average annual return has been 1.47%.
Top 10 Holdings
59.15% of assets| Name | Symbol | Weight |
|---|---|---|
| Sgd/Usd Fwd 20250917 0642 | n/a | 8.72% |
| Nok/Usd Fwd 20250917 0642 | n/a | 7.78% |
| Alphasimplex Managed Futures Strategy Cayman Fund Ltd | n/a | 6.12% |
| Pln/Usd Fwd 20250917 0642 | n/a | 6.09% |
| Chf/Usd Fwd 20250917 0642 | n/a | 5.92% |
| Us Dollar | n/a | 5.35% |
| DNB Bank Asa New York Branch 4.31% | n/a | 4.92% |
| Sek/Usd Fwd 20250917 0642 | n/a | 4.90% |
| Mxn/Usd Fwd 20250917 0642 | n/a | 4.88% |
| Mizuho Bank, Ltd. New York Branch 4.32% | MIZUHO.F 08.19.25 YCD | 4.48% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 18, 2024 | $0.02802 | Dec 18, 2024 |
| Dec 29, 2022 | $3.2102 | Dec 30, 2022 |
| Apr 7, 2022 | $0.0309 | Apr 8, 2022 |
| Dec 30, 2021 | $0.4998 | Dec 31, 2021 |
| Dec 30, 2020 | $0.246 | Dec 31, 2020 |
| Dec 30, 2019 | $0.352 | Dec 30, 2019 |