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Launched

Virtus AlphaSimplex Managed Futures ETF

ASMFNYSE ArcaVirtusC

$26.47−0.29 (−1.10%)

As of Nov 2, 2026, 3:58 PM ET

C49/ 100
C49/100
Intraday session: down, 73 prints from 26.76 to 26.47. Range 26.47 to 26.76. Use the arrow keys to read each point.26.5526.6026.6526.7010 AM12 PM2 PM4 PM
History starts May 15, 2024.History starts May 15, 2024.
Expense ratio
0.80%
Fund size
$30M
1Y total return
No data
Yield · Last 12 months
No data
Holdings
189
Avg volume · 30D
3.13K sh
52W range
low $22.50high $26.61
Launched

The ETF.net ASMF Grade

As of · Based on 4 of 6 pillars

C

Score 49 out of 100

Six-pillar profile for ASMF. Scores out of 100: Cost 55, Risk 62, Mission not scored, Tradability 24, Holdings not scored, Durability 41. Strongest: Risk (62). Weakest: Tradability (24). Based on 4 of 6 pillars.

Score 49 of 100 falls in the C band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.

  • Cost

    The fund’s net expense ratio, ranked against its category.
    B55 out of 100
    No data

  • Mission

    Whether the fund did what it promised, tested against its stated mandate.
    Not scored

  • Risk

    How the fund held up when markets fell: downside volatility, drawdowns and tail loss.
    B62 out of 100
    No data

  • Tradability

    How easy the fund is to trade: daily volume, and how far its price strays from net asset value.
    F24 out of 100
    No data

  • Holdings

    How concentrated the fund is, and how complete and current its disclosed holdings are.
    Not scored

  • Durability

    Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.
    C41 out of 100
    No data

Our read on ASMF

ETF.net Research

In short

CManaged futures, ETF-wrapped. The mandate is blunt: seek positive absolute returns over time, not track a stock index. And it charges less than the typical fund in its small peer group.

Stated mandate

The Fund seeks to generate positive absolute returns over time.

Why people hold it

  • Fee of 0.80% sits below the managed futures peer median of 0.95%, and undercuts DBMF's 0.85%.
  • The stated goal is positive absolute returns over time, so the yardstick is its own result, not a benchmark it has to hug.
  • Risk is spread across a wide book of futures positions rather than a handful of concentrated bets.
  • Sits in the upper half of a thin managed futures field that includes DBMF and CTA.

Worth knowing

  • Small asset base and light trading volume. Bid-ask spreads can run wider than on household-name ETFs, which matters most on larger orders.
  • Launched in 2024, so the live record is short and hasn't been through many market regimes yet.
  • Distributions come annually or semiannually. This is a total-return vehicle, not a monthly paycheck.

ASMF Holdings

As of
Asset class
Other
Holdings
189
Top-10 weight
75%
Largest holding
Cash/Cash equivalents23.6%

Sectors

  • Financials23.8%
  • Technology23.3%
  • Industrials12.7%
  • Consumer Discr.10.2%
  • Materials7.3%
  • Communication5.5%
  • Energy4.4%
  • Health Care4.3%
  • Cons. Staples4.2%
  • Utilities3.1%
  • Real Estate1.1%
The fund’s holdings, weight-ordered — page 1 of 2.
#TickerCompanyWeight %SharesMarket valueHeld by ETFs
1No dataCash/Cash equivalents23.56%No data$7.1MNo data
2No dataUnited States Treasury Bill 0.000% 08/20/20267.30%No data$2.2MNo data
3No dataUnited States Treasury Bill 0.000% 10/13/20266.93%No data$2.09MNo data
4No dataUnited States Treasury Bill 0.000% 09/22/20266.62%No data$1.99MNo data
5No dataUnited States Treasury Bill 0.000% 10/08/20266.61%No data$1.99MNo data
6No dataUnited States Treasury Bill 0.000% 09/24/20264.96%No data$1.49MNo data
7No dataUnited States Treasury Bill 0.000% 09/29/20264.96%No data$1.49MNo data
8No dataUnited States Treasury Bill 0.000% 10/01/20264.96%No data$1.49MNo data
9No dataUnited States Treasury Bill 0.000% 09/10/20264.64%No data$1.4MNo data
10No dataUnited States Treasury Bill 0.000% 08/25/20264.31%No data$1.3MNo data
11No dataUnited States Treasury Bill 0.000% 08/27/20264.31%No data$1.3MNo data
12No dataUnited States Treasury Bill 0.000% 09/03/20264.31%No data$1.3MNo data
13No dataUnited States Treasury Bill 0.000% 10/06/20264.29%No data$1.29MNo data
14No dataUnited States Treasury Bill 0.000% 09/08/20263.98%No data$1.2MNo data
15No dataUnited States Treasury Bill 0.000% 09/15/20263.64%No data$1.1MNo data

Showing 1–15 of 18 holdings

ASMF Performance

Launched May 15, 2024

Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.

Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.

Performance data is unavailable.

Returns run to the last market close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.

Trailing total return for ASMF. Periods over one year show the average yearly return.
PeriodASMF
Year to dateHistory unavailableNo data
1 monthHistory unavailableNo data
3 monthsHistory unavailableNo data
1 yearHistory unavailableNo data
3 yearsHistory unavailableper yearNo data
5 yearsHistory unavailableper yearNo data
10 yearsHistory unavailableper yearNo data

Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.

Annual return data is unavailable.

ASMF in the news

ASMF Dividends

Distribution data unavailable.

ASMF Risk

Risk pillarB62 out of 100
How much the fund’s monthly returns vary, scaled to a year.
No data available
How it’s calculated: standard deviation

The sample standard deviation of monthly total returns, multiplied by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.

Return above 3-month US Treasury bills per unit of volatility.
No data available
How it’s calculated: Sharpe ratio

Subtract each month’s Treasury-bill return from the fund’s monthly total return.

Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.

The largest fall from a peak to the low that followed.
No data available
How it’s calculated: maximum drawdown

The largest percentage decline from an earlier peak, using total returns with reinvested distributions.

Uses up to five years through the last close, with at least 12 months required.

How strongly the fund’s returns move with its asset-class index.
0.25
vs its asset-class index
How it’s calculated: beta

The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.

FMP measures it over up to five years of monthly returns.

ASMF Cost

ASMF cost

$15,346

On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.

  • ASMF 0.80%

    $15,346

$10,000
30 years

Cost over time

  • ASMF 0.80%
One line per fund, from year 0 to year 30. Use the arrow keys to read each point.$0$5K$10K$15K$20K051015202530ASMF $15,346

Year by year

YearASMF
10$1,422
20$5,393
30$15,346