---
ticker: "ASMF"
name: "Virtus AlphaSimplex Managed Futures ETF"
url: "https://etf.net/etf/ASMF"
grade: "C"
score: 49
graded_at: "2026-08-18"
methodology: "https://etf.net/methodology"
---

# ASMF: Virtus AlphaSimplex Managed Futures ETF

Grade **C**, Score 49 of 100.

Graded Aug 18, 2026.

## Grade pillars

| Pillar | Score | Category rank |
| --- | --- | --- |
| Cost | 55 | — |
| Mission | Not scored | — |
| Risk | 62 | — |
| Tradability | 24 | — |
| Holdings | Not scored | — |
| Durability | 41 | — |

## Top holdings

The fund holds 189 positions. These are the largest 18, by weight.

| # | Ticker | Name | Weight |
| --- | --- | --- | --- |
| 1 | — | Cash/Cash equivalents | 23.56% |
| 2 | — | United States Treasury Bill 0.000% 08/20/2026 | 7.30% |
| 3 | — | United States Treasury Bill 0.000% 10/13/2026 | 6.93% |
| 4 | — | United States Treasury Bill 0.000% 09/22/2026 | 6.62% |
| 5 | — | United States Treasury Bill 0.000% 10/08/2026 | 6.61% |
| 6 | — | United States Treasury Bill 0.000% 09/24/2026 | 4.96% |
| 7 | — | United States Treasury Bill 0.000% 09/29/2026 | 4.96% |
| 8 | — | United States Treasury Bill 0.000% 10/01/2026 | 4.96% |
| 9 | — | United States Treasury Bill 0.000% 09/10/2026 | 4.64% |
| 10 | — | United States Treasury Bill 0.000% 08/25/2026 | 4.31% |
| 11 | — | United States Treasury Bill 0.000% 08/27/2026 | 4.31% |
| 12 | — | United States Treasury Bill 0.000% 09/03/2026 | 4.31% |
| 13 | — | United States Treasury Bill 0.000% 10/06/2026 | 4.29% |
| 14 | — | United States Treasury Bill 0.000% 09/08/2026 | 3.98% |
| 15 | — | United States Treasury Bill 0.000% 09/15/2026 | 3.64% |
| 16 | — | United States Treasury Bill 0.000% 09/01/2026 | 3.32% |
| 17 | — | Japanese Yen | 3.19% |
| 18 | — | European Union Euro | 0.47% |

Source: etf.net, https://etf.net/etf/ASMF. Please cite the page URL.