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Virtus AlphaSimplex Mgd Futs Strat I (ASFYX)

10.01 +0.04 (+0.40%)
At close: 8:00 PM EDT

Fund Summary

The Adviser typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its absolute return strategy while also seeking to add value through volatility management. The Adviser uses proprietary quantitative models to identify price trends in equity, fixed-income, currency and commodity instruments across time periods of various lengths.

Virtus AlphaSimplex Mgd Futs Strat I

Boston MA 02116
399 Boylston Street,12th Floor

Fund Overview

Category Systematic Trend
Fund Family Virtus
Net Assets 2.33B
YTD Return 8.33%
Yield 0.91%
Morningstar Rating
Inception Date Jul 30, 2010

Fund Operations

Last Dividend 0.09
Last Cap Gain -1.00
Holdings Turnover --
Average for Category --

Fees & Expenses

Expense ASFYX Category Average
Annual Report Expense Ratio (net) 1.45% 1.68%
Prospectus Net Expense Ratio 1.45% --
Prospectus Gross Expense Ratio 1.45% --
Max 12b1 Fee -- --
Max Front End Sales Load -- 5.64%
Max Deferred Sales Load -- 1.00%
3 Yr Expense Projection 0 --
5 Yr Expense Projection 0 --
10 Yr Expense Projection 0 --

Management Information

Kathryn M. Kaminski, Lead Manager since May 01, 2018
Kathryn M. Kaminski joined AlphaSimplex in 2018 and currently serves as Chief Research Strategist. Dr. Kaminski has served as co-portfolio manager of AlphaSimplex Managed Futures Strategy Fund since 2018 and AlphaSimplex Global Alternatives Fund since 2020. Prior to joining AlphaSimplex, Dr. Kaminski was a visiting scientist at the Massachusetts Institute of Technology (“MIT”) Laboratory for Financial Engineering. Prior to this, she held portfolio management positions as a director, investment strategies at Campbell and Company and as a senior investment analyst at RPM, a CTA fund of funds. Dr. Kaminski earned a B.S. in Electrical Engineering and a Ph.D. in Operations Research from MIT.

Morningstar Style Box

Morningstar Category

While the investment objective stated in a fund's prospectus may or may not reflect how the fund actually invests, the Morningstar category is assigned based on the underlying securities in each portfolio. Morningstar categories help investors and investment professionals make meaningful comparisons between funds. The categories make it easier to build well-diversified portfolios, assess potential risk, and identify top-performing funds. We place funds in a given category based on their portfolio statistics and compositions over the past three years. If the fund is new and has no portfolio history, we estimate where it will fall before giving it a more permanent category assignment. When necessary, we may change a category assignment based on recent changes to the portfolio.

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