evenfolioETF Details
Virtus·Systematic Trend·ASMF · NYSE Arca
Virtus Alphasimplex Managed Futures ETF (ASMF)
- Price
- $26.76
- —30 Oct 2026
- Assets
- $33.6M
- Total net assets
- Expense ratio
- 0.80%
- Category 1.78%
- Yield
- 0.19%
- Trailing distributions
- 1Y return
- 14.2%-2.0%
- Category 16.1%
- 3Y CAGR
- —
- Category 7.9%
- 5Y CAGR
- —
- Category 6.5%
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Virtus Alphasimplex Managed Futures 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 | -2.5% | +3.6% | +3.6% | +11.6% | +14.2% | — | — | — | +3.5% |
| Systematic Trend average | -0.3% | 5.1% | 2.6% | 14.3% | 16.1% | 7.9% | 6.5% | 3.4% | 8.6% |
| Difference | -2.1% | -1.5% | +1.0% | -2.7% | -2.0% | — | — | — | -5.0% |
Holdings
The 1 largest positions make up 106.9% of the fund.
Top holdings
| Ticker | Holding | Weight |
|---|---|---|
| FGBLM26 | Euro Bund Future June 26 | 106.94% |
Portfolio valuation
Weighted averages of what the fund holds.
- P/E
- 16.7
- P/B
- 2.2
- P/S
- 1.9
- P/CF
- 11.4
Sector allocation
Share of the equity the fund holds.
- Financial services23.9%
- Technology23.3%
- Industrials12.7%
- Consumer discretionary10.2%
- Materials7.3%
- Communication services5.5%
- Energy4.4%
- Health care4.4%
- Consumer staples4.2%
- Utilities3.1%
- Real estate1.2%
Asset mix
- Cash311.3%
- Stocks56.5%
- Other39.7%
- Preferred shares0.0%
Credit quality
Share of the bonds by rating.
- US government16.0%
ETF details
- Issuer
- Virtus
- Category
- Alternatives · Systematic Trend
- Ticker
- ASMF
- Exchange
- NYSE Arca
- Inception
- 15 May 2024 (2.5 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.80% (category 1.78%)
- Holdings turnover
- 0% (category 108%)
- Distribution yield
- 0.19%
- Beta, 3 years
- 0.00
- Total net assets
- $33.6M
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
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