Virtus AlphaSimplex Managed Futures Strategy Fund Class I (ASFYX)
| Fund Assets | 940.54M |
| Expense Ratio | 1.45% |
| Min. Investment | $100,000 |
| Turnover | n/a |
| Dividend (ttm) | 0.07 |
| Dividend Yield | 0.83% |
| Dividend Growth | -7.55% |
| Payout Frequency | Semi-Annual |
| Ex-Dividend Date | Dec 30, 2025 |
| Previous Close | 8.05 |
| YTD Return | 3.36% |
| 1-Year Return | -8.32% |
| 5-Year Return | 12.16% |
| 52-Week Low | 6.93 |
| 52-Week High | 8.74 |
| Beta (5Y) | -0.13 |
| Holdings | 130 |
| Inception Date | Jul 30, 2010 |
About ASFYX
The **Virtus AlphaSimplex Managed Futures Strategy Fund** is a managed futures investment strategy designed to provide long-term capital appreciation. It employs a pure trend-following approach to capitalize on momentum across various liquid futures and forward contracts in global equity, bond, currency, and commodity markets. This strategy allows for dynamic long and short positions, enabling potential gains from both rising and falling markets, as long as identifiable trends exist. The fund offers a differentiated source of returns, typically having low correlation with traditional stocks and bonds, which can enhance portfolio diversification. It also seeks to capitalize on 'crisis alpha,' the potential for positive returns during periods of market stress by adapting to trends across diverse asset classes.
Performance
ASFYX had a total return of -8.32% in the past year, including dividends. Since the fund's inception, the average annual return has been 8.74%.
Top 10 Holdings
85.58% of assets| Name | Symbol | Weight |
|---|---|---|
| United States Treasury Bills 3.85158% | B.0 01.06.26 | 10.52% |
| Mxn/Usd Fwd 20260318 0642 | n/a | 10.48% |
| Usd/Nzd Fwd 20260318 0642 | n/a | 10.11% |
| Alphasimplex Managed Futures Strategy Cayman Fund Ltd | n/a | 9.97% |
| Nzd/Usd Fwd 20260318 0642 | n/a | 8.53% |
| Sek/Usd Fwd 20260318 0642 | n/a | 8.18% |
| Zar/Usd Fwd 20260318 0642 | n/a | 8.05% |
| Pln/Usd Fwd 20260318 0642 | n/a | 7.24% |
| Cnh/Usd Fwd 20260318 0642 | n/a | 7.04% |
| Sgd/Usd Fwd 20260318 0642 | n/a | 5.46% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 30, 2025 | $0.05246 | Dec 30, 2025 |
| Dec 16, 2025 | $0.06515 | Dec 16, 2025 |
| Dec 18, 2024 | $0.12723 | Dec 18, 2024 |
| Dec 20, 2023 | $0.08974 | Dec 20, 2023 |
| Dec 29, 2022 | $3.305 | Dec 30, 2022 |
| Apr 7, 2022 | $0.0309 | Apr 8, 2022 |