Virtus AlphaSimplex Managed Futures Strategy Fund Class I (ASFYX)

Fund Assets	2.58B
Expense Ratio	1.45%
Min. Investment	$100,000
Turnover	n/a
Dividend (ttm)	0.13
Dividend Yield	1.54%
Dividend Growth	41.78%
Payout Frequency	Annual
Ex-Dividend Date	Dec 18, 2024

Previous Close	8.19
YTD Return	-5.06%
1-Year Return	-11.98%
5-Year Return	24.38%
52-Week Low	n/a
52-Week High	n/a
Beta (5Y)	-0.14
Holdings	145
Inception Date	Jul 30, 2010

About ASFYX

ASFYX was founded on 2010-07-30. The Fund's investment strategy focuses on Alt Mgd Futures with 1.45% total expense ratio. The minimum amount to invest in Natixis Funds Trust II: AlphaSimplex Managed Futures Strategy Fund; Class Y Shares is $100,000 on a standard taxable account. Natixis Funds Trust II: AlphaSimplex Managed Futures Strategy Fund; Class Y Shares seeks an absolute return strategy. ASFYX's adviser typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its absolute return strategy while also seeking to add value through volatility management.

• Category: Systematic Trend
• Performance Rating: Average
• Risk Rating: Above Average
• Stock Exchange: NASDAQ
• Ticker Symbol: ASFYX
• Share Class: Class I
• Index: Index is not available on Lipper Database

Performance

ASFYX had a total return of -11.98% in the past year. Since the fund's inception, the average annual return has been 3.91%, including dividends.

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%
AMFAX	Class A	1.70%
ASFCX	Class C	2.45%

Top 10 Holdings

98.14% of assets

Name	Symbol	Weight
Usd/Nzd Fwd 20250319 0642	n/a	17.04%
Usd/Chf Fwd 20250319 0642	n/a	13.65%
Usd/Sek Fwd 20250319 0642	n/a	12.35%
Usd/Sgd Fwd 20250319 0642	n/a	11.87%
Alphasimplex Managed Futures Strategy Cayman Fund Ltd	n/a	10.19%
Usd/Cnh Fwd 20250319 0642	n/a	8.05%
Usd/Nok Fwd 20250319 0642	n/a	7.86%
Usd/Mxn Fwd 20250319 0642	n/a	6.34%
Us Dollar	n/a	5.75%
Usd/Pln Fwd 20250319 0642	n/a	5.03%

Dividend History

Ex-Dividend	Amount	Pay Date
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
Dec 30, 2021	$0.6094	Dec 31, 2021
Dec 30, 2020	$0.350	Dec 31, 2020