About ASFYX
Virtus AlphaSimplex Managed Futures Strategy Fund Class I is a mutual fund that pursues an absolute return strategy aimed at long-term capital appreciation through a pure trend-following approach. It invests primarily in a diverse range of liquid futures and forward contracts across global equity, bond, currency, and commodity markets, dynamically taking long and short positions to capitalize on identifiable momentum trends in both rising and falling markets. This systematic trend strategy, categorized under managed futures, typically features exposure allocations such as commodities, equities, fixed income, and currencies, with holdings largely in cash instruments and derivatives for market exposure. The fund offers a differentiated return pattern with historically low long-term correlation to traditional stocks and bonds, potentially providing diversification benefits, and the capacity for crisis alpha during periods of market stress. Class I shares are designed for institutional investors with no sales charges. Launched in 2010, it is managed by AlphaSimplex Group, a division of Virtus Investment Partners.
Fund Family Virtus
Category Systematic Trend
Performance Rating Below Average
Risk Rating Above Average
Stock Exchange NASDAQ
Ticker Symbol ASFYX
Share Class Class I
Index Index is not available on Lipper Database
ASFYX had a total return of 25.72% in the past year, including dividends. Since the fund's
inception, the average annual return has been 4.33%.
