ASMF Virtus AlphaSimplex Managed Futures ETF
Quote as of Oct 09, 2026 19:55 UTC · Market data delayed approximately 15–20 minutes unless otherwise indicated.
| Previous Close | 27.46 | Day Range | 27.57 – 27.60 |
| 52-Week Range | 22.97 – 28.00 | Volume | 8.97K |
| Avg Volume | 4.88K | AUM | $33.7M (Oct 10, 2026) |
| Expense Ratio | 0.80% | Yield (TTM) | 0.19% |
| NAV | 27.54 | Premium/Discount | +0.22% indicative |
| Inception | May 15, 2024 | Holdings | 189 |
| Issuer | Virtus | Exchange | AMEX |
| Category | Global | 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 Oct 10, 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 | +4.54% | +7.52% | +8.74% | +15.14% | +16.89% | — | — | — | +4.15% |
| Total return | +4.54% | +7.52% | +8.74% | +15.14% | +17.14% | — | — | — | +4.95% |
* Annualized. Total return uses the dividend-adjusted price series (distributions reinvested); price return uses unadjusted closes. Performance through Oct 09, 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 Oct 10, 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 | — | 15.47% | 5.22M | $5.2M |
| 2 | United States Treasury Bill 0.000% 11/19/2026 | — | 7.97% | 2.70M | $2.7M |
| 3 | United States Treasury Bill 0.000% 11/12/2026 | — | 6.79% | 2.30M | $2.3M |
| 4 | United States Treasury Bill 0.000% 11/24/2026 | — | 6.49% | 2.20M | $2.2M |
| 5 | United States Treasury Bill 0.000% 10/13/2026 | — | 6.22% | 2.10M | $2.1M |
| 6 | United States Treasury Bill 0.000% 10/22/2026 | — | 6.22% | 2.10M | $2.1M |
| 7 | United States Treasury Bill 0.000% 11/17/2026 | — | 5.90% | 2.00M | $2.0M |
| 8 | United States Treasury Bill 0.000% 10/29/2026 | — | 5.32% | 1.80M | $1.8M |
| 9 | United States Treasury Bill 0.000% 12/03/2026 | — | 5.30% | 1.80M | $1.8M |
| 10 | United States Treasury Bill 0.000% 03/25/2027 | — | 4.94% | 1.70M | $1.7M |
| 11 | United States Treasury Bill 0.000% 10/20/2026 | — | 4.44% | 1.50M | $1.5M |
| 12 | United States Treasury Bill 0.000% 11/10/2026 | — | 4.43% | 1.50M | $1.5M |
| 13 | United States Treasury Bill 0.000% 12/01/2026 | — | 4.42% | 1.50M | $1.5M |
| 14 | United States Treasury Bill 0.000% 10/15/2026 | — | 4.15% | 1.40M | $1.4M |
| 15 | United States Treasury Bill 0.000% 10/27/2026 | — | 3.85% | 1.30M | $1.3M |
| 16 | United States Treasury Bill 0.000% 12/17/2026 | — | 3.82% | 1.30M | $1.3M |
| 17 | Japanese Yen | — | 2.65% | 141.35M | $895.3K |
| 18 | United States Treasury Bill 0.000% 11/05/2026 | — | 2.36% | 800.00K | $797.7K |
| 19 | European Union Euro | — | 0.90% | 271.19K | $304.1K |
| 20 | British Pound Sterling | — | -0.56% | -143.10K | -$189.3K |
| 21 | Australian Dollar | — | -1.09% | -529.96K | -$368.9K |
Click a ticker to see every ETF that owns it.
Sector Exposure
Distributions
| Yield (TTM) | 0.19% | 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 | 11.76% / — | Sharpe 1Y / 3Y | 1.43 / — |
| Max drawdown 1Y / 3Y | -5.03% / — | Sortino 1Y | 2.12 |
| Beta vs S&P 500 (3Y) | 0.294 | Correlation vs S&P 500 (1Y) | 0.39 |
| Downside deviation 1Y | 7.93% | Risk-free rate used | 4.05% (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 Oct 11, 2026. Formulas →
Liquidity
| Volume today | 8.97K | Average volume | 4.88K |
| AUM | $33.7M | Premium/Discount | +0.22% |
| 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 | -$97.4K | -0.29% | $33.8M → $33.7M |
| 1 Month | $3.2M | +10.84% | $29.7M → $33.7M |
| 1 Week | -$54.1K | -0.16% | $33.7M → $33.7M |
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.