ETF profile for Virtus Alphasimplex Managed Futures ETF (ASMF) from the issuer: top holdings, net assets, expense ratio and shares outstanding.
ASMF ETF Profile
| Family: |
Virtus ETF Solutions |
| Name: |
Virtus AlphaSimplex Managed Futures ETF |
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| Inception Date: |
15-May-2024 |
| Termination Date: |
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| Investment Objective: |
The Fund seeks to generate positive absolute returns consistent with the risk/return characteristics of the managed futures industry. It is an actively managed ETF. The Fund's sub adviser, uses proprietary quantitative models designed to capture the overall positioning and risk/return characteristics of the managed futures industry. Alpha Simplex believes that investor behavior can lead to trends (or momentum) in market prices and that managers within the managed futures industry are able to benefit from such persistent price trends by actively trading in futures markets. The Fund's principal investment strategy combines (i) replication techniques (i.e. mathematical techniques for identifying which trends appear to be attracting the most attention among managed futures managers) with (ii) quantitative trend models and risk management approaches (i.e. techniques generally similar to those that managed futures managers use to identify trends to invest in), in an effort to generate returns that are broadly representative of the managed futures industry. AlphaSimplex typically will make use of a variety of derivative instruments, primarily include exposures to the returns of U.S. and non-U.S. equity and fixed-income securities and securities indices, currencies, and commodities. |
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| Prospectus |
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| Top 10 Holdings |
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Top 10 Holdings Weight: |
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| Number of Holdings: |
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| Shares Outstanding: |
1,175,004 |
| Total Net Assets: |
30,465,974 |
| NAV: |
25.98 |
| Net Expense Ratio: |
0.80% |
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| Asset Class: |
Target Date / Multi-Asset |
| Developed or Emerging: |
Funds Combining Developed & Emerging Exposure |
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| Strategy: |
Other Quant Model |
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| Is Currency Hedged: |
No |
| US or Ex-US: |
Global |
