ASMF Stock Price, Chart, Stats & News

Virtus AlphaSimplex Managed Futures ETF
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Virtus AlphaSimplex Managed Futures ETF (ASMF) does not currently pay a dividend.
Systematic Trend
Category
0.80%
Expense ratio
31.61M
Assets
15.28%
1Y return
ASMF chart
1M
3M
1Y
5Y
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ASMF returns
| YTD | 7.55% |
| 1Y | 15.28% |
| 1Y volatility | 9.40% |
| 3Y volatility | 0.00% |
| Sharpe ratio | 0.00 |
About
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.
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