A compact team of researchers behind AlphaSimplex Managed Futures combines conventional trend-following models with original ones to offer a differentiated managed-futures strategy.
Virtus AlphaSimplex Mgd Futs Strat A AMFAX
- NAV / 1-Day Return 8.72 / −0.80 %
- Total Assets 2.1 Bil
-
Adj. Expense Ratio
- Expense Ratio 1.700%
- Distribution Fee Level Low
- Share Class Type Front Load
- Category Systematic Trend
- Alt Style Correlation / Relative Volatility Negative/High
- Min. Initial Investment 2,500
- Status Open
- TTM Yield 0.31%
- Turnover —
USD | NAV as of Oct 05, 2024 | 1-Day Return as of Oct 05, 2024, 12:21 AM GMT+0
Morningstar’s Analysis AMFAX
Will AMFAX outperform in future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 11.2
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Usd/Nzd Fwd 20240918 0642 | 34.84 | 623.5 Mil | Derivative |
Sgd/Usd Fwd 20240918 0642 | 27.87 | 498.7 Mil | Derivative |
Nzd/Usd Fwd 20240918 0642 | 27.35 | 489.5 Mil | Derivative |
Chf/Usd Fwd 20240918 0642 | 21.12 | 377.9 Mil | Derivative |
Usd/Sgd Fwd 20240918 0642 | 18.87 | 337.7 Mil | Derivative |
Usd/Chf Fwd 20240918 0642 | 16.24 | 290.7 Mil | Derivative |
Pln/Usd Fwd 20240918 0642 | 13.90 | 248.8 Mil | Derivative |
Nzd/Usd Fwd 20240918 0642 | 13.89 | 248.6 Mil | Derivative |
Nok/Usd Fwd 20240918 0642 | 13.64 | 244.1 Mil | Derivative |
Usd/Nok Fwd 20240918 0642 | 13.05 | 233.4 Mil | Derivative |