ASMF Virtus AlphaSimplex Managed Futures ETF
Quote as of Aug 26, 2026 19:20 UTC · Market data delayed approximately 15–20 minutes unless otherwise indicated.
| Previous Close | 25.83 | Day Range | 25.86 – 25.89 |
| 52-Week Range | 22.50 – 26.61 | Volume | 17.00K |
| Avg Volume | 2.85K | AUM | $29.8M (Aug 26, 2026) |
| Expense Ratio | 0.80% | Yield (TTM) | 0.20% |
| NAV | 25.94 | Premium/Discount | -0.21% indicative |
| Inception | May 15, 2024 | Holdings | 189 |
| Issuer | Virtus | Exchange | AMEX |
| Category | International | Index Tracked | Not stated in source data |
| CUSIP | 92790A876 | ISIN | US92790A8760 |
| Management | Not stated in source data | ||
About this ETF
This Exchange Traded Fund (ETF) aims to achieve capital growth, aligning with the risk and return characteristics commonly associated with a selection of the world's foremost Managed Futures funds. Its approach to identifying price trends is multifaceted, combining index replication techniques with advanced insights from AlphaSimplex's own proprietary trend-following models. The fund allocates capital to highly tradable futures contracts across twenty distinct assets, encompassing global equity, fixed income, currency, and commodity markets.
Description from the fund data provider · profile as of Aug 26, 2026.
Price Chart
Daily closing prices (price return, not total return). Comparison lines are normalized to percent change from the range start. Source: Financial Modeling Prep.
Performance
| 1M | 3M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | Incep.* | |
|---|---|---|---|---|---|---|---|---|---|
| Price return | -0.74% | -1.16% | -0.93% | +7.71% | +13.78% | — | — | — | +1.42% |
| Total return | -0.73% | -1.15% | -0.92% | +7.71% | +14.04% | — | — | — | +2.24% |
* Annualized. Total return uses the dividend-adjusted price series (distributions reinvested); price return uses unadjusted closes. Performance through Aug 25, 2026. Past performance does not guarantee future results.
Fees
| Net expense ratio | 0.80% | Annual cost of a $10,000 investment | $80.00 |
Illustrative calculation only: expense ratio × $10,000. It excludes trading costs, bid/ask spreads, taxes and changes in investment value. Gross vs. net expense details and any fee waivers are in the prospectus.
Holdings
Holdings as of Aug 22, 2026 — portfolio reporting date from the data provider; holdings are not live positions. 21 rows in database.
| # | Holding | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|---|
| 1 | Cash/Cash equivalents | — | 21.30% | 6.32M | $6.3M |
| 2 | United States Treasury Bill 0.000% 10/13/2026 | — | 7.04% | 2.10M | $2.1M |
| 3 | United States Treasury Bill 0.000% 09/22/2026 | — | 6.72% | 2.00M | $2.0M |
| 4 | United States Treasury Bill 0.000% 10/08/2026 | — | 6.71% | 2.00M | $2.0M |
| 5 | United States Treasury Bill 0.000% 09/24/2026 | — | 5.04% | 1.50M | $1.5M |
| 6 | United States Treasury Bill 0.000% 09/29/2026 | — | 5.04% | 1.50M | $1.5M |
| 7 | United States Treasury Bill 0.000% 10/01/2026 | — | 5.03% | 1.50M | $1.5M |
| 8 | United States Treasury Bill 0.000% 09/10/2026 | — | 4.71% | 1.40M | $1.4M |
| 9 | United States Treasury Bill 0.000% 10/15/2026 | — | 4.69% | 1.40M | $1.4M |
| 10 | United States Treasury Bill 0.000% 08/25/2026 | — | 4.38% | 1.30M | $1.3M |
| 11 | United States Treasury Bill 0.000% 08/27/2026 | — | 4.38% | 1.30M | $1.3M |
| 12 | United States Treasury Bill 0.000% 09/03/2026 | — | 4.38% | 1.30M | $1.3M |
| 13 | United States Treasury Bill 0.000% 10/06/2026 | — | 4.36% | 1.30M | $1.3M |
| 14 | United States Treasury Bill 0.000% 12/17/2026 | — | 4.33% | 1.30M | $1.3M |
| 15 | United States Treasury Bill 0.000% 09/08/2026 | — | 4.04% | 1.20M | $1.2M |
| 16 | United States Treasury Bill 0.000% 09/15/2026 | — | 3.70% | 1.10M | $1.1M |
| 17 | United States Treasury Bill 0.000% 09/01/2026 | — | 3.37% | 1.00M | $998.9K |
| 18 | Japanese Yen | — | 2.89% | 136.37M | $857.1K |
| 19 | European Union Euro | — | 0.32% | 80.30K | $93.8K |
| 20 | Australian Dollar | — | -0.88% | -367.89K | -$261.6K |
| 21 | British Pound Sterling | — | -1.52% | -330.70K | -$450.7K |
Click a ticker to see every ETF that owns it.
Sector Exposure
Geographic Exposure
Country weights as reported by the data provider. Developed/emerging/frontier labels follow the classification on the Methodology page. Currency hedged: No hedging indicated in the fund name.
Distributions
| Yield (TTM) | 0.20% | Paid (last 12 months) | $0.0517 |
| Frequency | Irregular | SEC yield | Not provided by our data source — see the issuer page |
| Last ex-date | Dec 22, 2025 | Last payment | $0.0517 (Dec 29, 2025) |
| Growth 1Y | — | Growth 3Y / 5Y (ann.) | — / — |
| Ex-date | Record | Pay date | Amount |
|---|---|---|---|
| Dec 22, 2025 | Dec 22, 2025 | Dec 29, 2025 | $0.0517 |
| Dec 20, 2024 | Dec 20, 2024 | Dec 27, 2024 | $0.3948 |
Trailing distribution yield = last 12 months of cash ÷ current price. It is NOT the SEC 30-day yield and distributions are not guaranteed to continue. The difference explained →
Risk Statistics
| Volatility 1Y / 3Y | 11.81% / — | Sharpe 1Y / 3Y | 0.946 / — |
| Max drawdown 1Y / 3Y | -5.03% / — | Sortino 1Y | 1.35 |
| Beta vs S&P 500 (3Y) | 0.3 | Correlation vs S&P 500 (1Y) | 0.453 |
| Downside deviation 1Y | 8.25% | Risk-free rate used | 3.72% (3M T-bill, FRED) |
Computed by ETF Explorer from daily dividend-adjusted closes; volatility and drawdown are annualized/period figures; S&P 500 exposure proxied by SPY. As of Aug 26, 2026. Formulas →
Liquidity
| Volume today | 17.00K | Average volume | 2.85K |
| AUM | $29.8M | Premium/Discount | -0.21% |
| Bid/Ask spread | Not provided by our data source. Check your broker's quote screen; spreads are widest at the open and close. | ||
Premium/discount compares the delayed market price with the last reported NAV — an indicative figure, not the official closing premium/discount. How ETF liquidity works →
Fund Flows (estimated)
| Period | Est. net flow | % of starting AUM | AUM start → end |
|---|---|---|---|
| 1 Day | -$65.3K | -0.22% | $29.9M → $29.8M |
| 1 Week | -$348.8K | -1.16% | $30.0M → $29.8M |
ETF Explorer estimate: change in reported AUM minus the market-move effect, from our own daily snapshots. Not official issuer creation/redemption data.
Official Fund Resources
External links open the issuer's site or SEC EDGAR in a new tab. The prospectus and official documents are always the authoritative source — review them before investing.
Latest News for ASMF
No articles mention this fund directly in the last 7 days — showing general ETF coverage.
Guided help: AUM is fund size. The expense ratio is the yearly cost baked into returns. NAV is the value of what the fund owns per share; the market price can sit slightly above (premium) or below (discount) it. Total return assumes distributions were reinvested. Every dataset shows its own as-of date because holdings, assets and quotes update on different schedules.