Morningstar

Virtus AlphaSimplex Mgd Futs Strat R6 AMFNX

Morningstar Medalist Rating
Medalist Rating as of | See Virtus Investment Hub
  • NAV / 1-Day Return 9.15  /  +0.11 %
  • Total Assets 2.2 Bil
  • Adj. Expense Ratio
    1.330%
  • Expense Ratio 1.330%
  • Distribution Fee Level Average
  • Share Class Type Retirement, Large
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative/High
  • Min. Initial Investment 1.0 Mil
  • Status Open
  • TTM Yield 0.94%
  • Turnover —

USD | NAV as of Sep 28, 2024 | 1-Day Return as of Sep 28, 2024, 12:12 AM GMT+0

Morningstar’s Analysis AMFNX

Will AMFNX outperform in future?

Get our overall rating based on a fundamental assessment of the pillars below.

  • Process Pillar

    The Process Pillar is our assessment of how sensible, clearly defined, and repeatable AMFNX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the AMFNX management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

  • Parent Pillar

    The Parent Pillar is our rating of AMFNX’s parent organization’s priorities and whether they’re in line with investors’ interests.

A close-knit team running a differentiated strategy.

Analyst Hyunmin Kim

Hyunmin Kim

Analyst

Summary

A compact team of researchers behind AlphaSimplex Managed Futures combines conventional trend-following models with original ones to offer a differentiated managed-futures strategy.

by Hyunmin Kim
Rated on Published on

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Portfolio Holdings AMFNX

More AMFNX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 11.2
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Usd/Nzd Fwd 20240918 0642

34.84 623.5 Mil
Derivative

Sgd/Usd Fwd 20240918 0642

27.87 498.7 Mil
Derivative

Nzd/Usd Fwd 20240918 0642

27.35 489.5 Mil
Derivative

Chf/Usd Fwd 20240918 0642

21.12 377.9 Mil
Derivative

Usd/Sgd Fwd 20240918 0642

18.87 337.7 Mil
Derivative

Usd/Chf Fwd 20240918 0642

16.24 290.7 Mil
Derivative

Pln/Usd Fwd 20240918 0642

13.90 248.8 Mil
Derivative

Nzd/Usd Fwd 20240918 0642

13.89 248.6 Mil
Derivative

Nok/Usd Fwd 20240918 0642

13.64 244.1 Mil
Derivative

Usd/Nok Fwd 20240918 0642

13.05 233.4 Mil
Derivative

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