Virtus AlphaSimplex Global Alternatives Fund Class I (GAFYX)
| Fund Assets | 75.18M |
| Expense Ratio | 1.29% |
| Min. Investment | $100,000 |
| Turnover | 514.00% |
| Dividend (ttm) | n/a |
| Dividend Yield | n/a |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | n/a |
| Previous Close | 11.82 |
| YTD Return | 2.70% |
| 1-Year Return | 9.35% |
| 5-Year Return | 26.80% |
| 52-Week Low | 10.10 |
| 52-Week High | 12.15 |
| Beta (5Y) | n/a |
| Holdings | 1347 |
| Inception Date | Sep 30, 2008 |
About GAFYX
Virtus AlphaSimplex Global Alternatives Fund Class I is a multi-strategy alternatives mutual fund that seeks capital appreciation consistent with the risk/return characteristics of a diversified portfolio of hedge funds, while aiming for lower volatility than major equity indexes. It employs two core approaches: hedge fund replication models using advanced statistical techniques to emulate liquid market exposures of hedge funds and other alternative strategies, and alternative risk premia models with small allocations to historically non-correlated strategies for diversification. The fund achieves broad global diversification through liquid futures, individual equity securities via direct holdings or total return swaps, and forward contracts across equities, fixed income, currencies, commodities, and regions, enabling targeted long and short exposures. Risk is managed to target long-term volatility between that of equity and bond markets, positioning it as a key alternative sleeve component in investor portfolios. It belongs to the multistrategy category, offering exposure to multiple alternative investment strategies.
Performance
GAFYX had a total return of 9.35% in the past year, including dividends. Since the fund's inception, the average annual return has been 3.41%.
Top 10 Holdings
92.16% of assets| Name | Symbol | Weight |
|---|---|---|
| Dreyfus Government Cash Management Fund | DGCXX | 39.88% |
| Usd/Chf Fwd 20260318 0642 | n/a | 10.25% |
| Usd/Sek Fwd 20260318 0642 | n/a | 8.55% |
| Chf/Usd Fwd 20260318 0642 | n/a | 6.44% |
| Nok/Usd Fwd 20260318 0642 | n/a | 5.23% |
| Usd/Nzd Fwd 20260318 0642 | n/a | 4.97% |
| Alphasimplex Global Alternatives Cayman Fund Ltd | n/a | 4.37% |
| Usd/Sgd Fwd 20260318 0642 | n/a | 4.27% |
| Sek/Usd Fwd 20260318 0642 | n/a | 4.22% |
| Us Dollar | n/a | 4.00% |