ASMF

Virtus AlphaSimplex Managed Futures ETFVirtus
$25.64-0.11 (-0.44%)Live
AUM$29.1M
Expense Ratio0.80%
NAV$25.90
Holdings189
InceptionMay 15, 2024

Price Chart

Key Statistics

Previous Close

$25.75

Day Range

$25.64$25.76

52-Week Range

$21.92$26.42

Avg Volume

20.1K

Dividend Yield

0.20%

Expense Ratio

0.80%

AUM

$29.1M

Shares Outstanding

1.2M

Sector Breakdown

SectorWeight %
Technology22.66%
Financial Services22.39%
Industrials11.73%
Consumer Cyclical10.48%
Basic Materials7.41%
Communication Services6.50%
Healthcare6.18%
Consumer Defensive4.32%
Energy3.77%
Utilities2.73%
Real Estate1.82%
Cash & Others0.01%

Country Allocation

CountryWeight %
Other100.00%

Fund Information

Issuer
Virtus
Category
Technology
Inception Date
May 15, 2024
Exchange
NYSE_ARCA
Description
The ETF seeks to provide capital appreciation consistent with the risk/return characteristics of a basket of the largest Managed Futures funds in the world. The ETF takes a diversified approach to identifying price trends by combining index replication techniques with insights from AlphaSimplex's own trend-following models. It takes positions in highly liquid futures contracts in 20 different assets across global equity, bond, currency, and commodity markets.

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IVViShares Core S&P 500 ETF$733.16B0.03%503
SPYState Street SPDR S&P 500 ETF Trust$677.71B0.09%503
QQQInvesco QQQ Trust, Series 1$392.45B0.18%102

The Virtus AlphaSimplex Managed Futures ETF (ASMF) is an exchange-traded fund issued by Virtus that launched on May 15, 2024. It currently manages $29.1M in assets under management. The fund charges an expense ratio of 0.80%. The fund holds 189 securities in its portfolio. It falls under the Technology category.

Top 10 holdings represent 49.2% of the fund

RankSymbolNameWeight %SharesMarket Value
1ADM6AUDUSD Crncy Fut Jun266.93%86$6.1M
2Cash/Cash equivalents6.72%5,937,680$5.9M
3G M6LONG GILT FUTURE Jun265.81%42$5.1M
4JYM6JPN YEN CURR FUT Jun265.69%-63$-5029368
5TYM6US 10YR NOTE (CBT)Jun265.34%42$4.7M
6CDM6C$ CURRENCY FUT Jun264.85%58$4.3M
7VGH6 EUXEURO STOXX 50 Mar263.83%50$3.4M
8V ALPHASPLEX MF ET CAYMAN3.42%36,763$3.0M
9XPH6 SFESPI 200 FUTURES Mar263.33%19$2.9M
10TUM6US 2YR NOTE (CBT) Jun263.30%-14$-2918015
11MESH6 NYFMSCI EmgMkt Mar263.06%36$2.7M
12United States Treasury Bill 0.000% 03/17/20262.83%2,500,000$2.5M
13United States Treasury Bill 0.000% 03/26/20262.82%2,500,000$2.5M
14BPM6BP CURRENCY FUT Jun262.75%29$2.4M
15ESH6 CMES&P500 EMINI FUT Mar262.69%7$2.4M
Page 1 of 4

Detailed Returns

PeriodReturnETFCat. Avgvs Avg
1D
-0.44%
1W
+1.41%
1M
-1.15%
3M
+8.39%
6M
+11.54%
YTD
+5.30%
1Y
+11.73%
3Y
+2.82%
5Y
+2.82%

Moving Averages

20-Day MA

$25.55

Above 20-Day MA
50-Day MA

$24.77

Above 50-Day MA
200-Day MA

$23.32

Above 200-Day MA

Price with Moving Averages

Support & Resistance

52-Week High

$26.42

Current Price

$25.64

52-Week Low

$21.92

$21.92$26.42

Current Yield

0.20%

Annual Dividend

$0.4465

Frequency

1x/year

Last Ex-Date

Dec 22, 2025

Dividend History

Ex-DateAmountPay Date
Dec 22, 2025$0.0517Dec 29, 2025
Dec 20, 2024$0.3948Dec 27, 2024

Dividend Payments Over Time

Category Comparison

MetricASMFTechnology(1413 ETFs)Technology(836 ETFs)
Fund Info
Expense Ratio0.80%0.67%0.88%
AUM$29.1M$6.78B$2.08B
Dividend Yield0.20%2.83%10.67%
Avg Volume20.1K1.1M1.6M
Holdings189202116
Performance
1-Month Return-0.34%-3.56%-4.00%
6-Month Return+12.63%+1.80%+0.08%
YTD Return+7.39%-1.20%-2.58%
1-Year Return+12.37%+18.42%+20.64%

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