evenfolioETF Details
Virtus·Macro Trading·ASGM · NYSE Arca
Virtus AlphaSimplex Global Macro ETF (ASGM)
- Price
- $32.53
- —30 Oct 2026
- Assets
- $9.8M
- Total net assets
- Expense ratio
- 0.86%
- Category 1.54%
- Yield
- 1.60%
- Trailing distributions
- 1Y return
- 23.5%+10.6%
- Category 12.9%
- 3Y CAGR
- —
- Annualised
- 5Y CAGR
- —
- Annualised
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Virtus AlphaSimplex Global Macro ETF
Calendar-year returns
Fund only: no comparison series covers this fund's history.
Risk statistics
Five years of daily closes. Risk-free rate 4% a year.
- Standard deviation
- —
- Maximum drawdown
- —
- Sharpe ratio
- —
- Sortino ratio
- —
- Beta
- —
- Alpha
- —
- R²
- —
- Information ratio
- —
- Upside capture
- —
- Downside capture
- —
- Tracking error
- —
| Period | 1M | 3M | 6M | YTD | 1Y | 3YCAGR | 5YCAGR | 10YCAGR | LaunchCAGR |
|---|---|---|---|---|---|---|---|---|---|
| ETF | -0.4% | +4.5% | +6.3% | +22.2% | +23.5% | — | — | — | +28.5% |
| Macro Trading average | -2.5% | 1.3% | -2.1% | 12.9% | 12.9% | — | — | — | 13.1% |
| Difference | +2.1% | +3.2% | +8.4% | +9.3% | +10.6% | — | — | — | +15.4% |
Holdings
The 3 largest positions make up 257.7% of the fund.
Top holdings
| Ticker | Holding | Weight |
|---|---|---|
| IVV | iShares Core S&P 500 ETF | 129.88% |
| IEFA | iShares Core MSCI EAFE ETF | 68.23% |
| FGBLZ26 | Euro Bund Future Dec 26 | 59.62% |
Portfolio valuation
Weighted averages of what the fund holds.
- P/E
- 20.5
- P/B
- 3.3
- P/S
- 2.6
- P/CF
- 15.1
Sector allocation
Share of the equity the fund holds.
- Technology31.6%
- Financial services16.7%
- Industrials10.8%
- Health care8.5%
- Consumer discretionary8.5%
- Communication services7.7%
- Consumer staples4.7%
- Materials3.7%
- Energy3.6%
- Utilities2.4%
- Real estate1.8%
Asset mix
- Stocks537.2%
- Other51.5%
- Cash31.2%
- Preferred shares0.0%
ETF details
- Issuer
- Virtus
- Category
- Alternatives · Macro Trading
- Ticker
- ASGM
- Exchange
- NYSE Arca
- Inception
- 4 Aug 2025 (1.2 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.86% (category 1.54%)
- Holdings turnover
- 3% (category 125%)
- Distribution yield
- 1.60%
- Beta, 3 years
- 0.00
- Total net assets
- $9.8M
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
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