AMFNX — Virtus AlphaSimplex Managed Futures Strategy Fund
Data updated: 2026-06-01
AMFNX — Virtus AlphaSimplex Managed Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $950.98M AUM · 1.33% expense ratio · 3.7% 1-yr return. From SEC regulatory filings.
AMFNX Fund Overview
AMFNX — Virtus AlphaSimplex Managed Futures Strategy Fund is a US mutual fund managed by Virtus Alternative Solutions Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Virtus Alternative Solutions Trust
- Category: Commodity
- Assets under management: $950.98M
- 1-year return: 3.7%
- Ticker: AMFNX
- SEC CIK: 0001589756
- SEC series ID: S000079778
- Share class ID: C000241135
AMFNX Holdings
Top 10 holdings of Virtus AlphaSimplex Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Dreyfus Government Cash Management Funds | 7.40% |
| Skandinaviska Enskilda Banken AB (publ) | 4.82% |
| Bank Of Montreal Chicago Branch | 4.21% |
| United States Treasury Bills | 4.20% |
| MUFG Bank Ltd New York Branch | 3.63% |
| Royal Bank of Canada New York Branch | 3.37% |
| Westpac Banking Corp. New York Branch | 3.37% |
| DG Bank New York Branch | 3.15% |
| Sumitomo Mitsui Trust Bank Ltd New York Branch | 3.15% |
| Toronto Dominion Bank New York Branch | 2.84% |
AMFNX Portfolio Allocation
Asset-class allocation of Virtus AlphaSimplex Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 60.6% |
| Fixed Income | 22.0% |
| Derivatives | 1.8% |
| Real Estate | 0.3% |
AMFNX Performance
Total returns for AMFNX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 6.8% |
| 1 year | 3.7% |
| 3 years (annualised) | -2.7% |
AMFNX Risk Information
Risk metrics for AMFNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 13.1%
AMFNX Costs and Fees
AMFNX costs about $133 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.33%
- Gross expense ratio: 1.43%
- Brokerage commissions: 11.86 bps of average net assets (SEC N-CEN)
AMFNX Cashflows
Over the 12 months to 2026-03, Virtus AlphaSimplex Managed Futures Strategy Fund had net outflows of $701.84M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$183.94M |
| 2026-02 | −$9.47M |
| 2026-01 | $131.14M |
| 2025-12 | −$136.62M |
| 2025-11 | −$61.83M |
| 2025-10 | −$191.58M |
AMFNX Debt Constituents
Largest debt holdings of Virtus AlphaSimplex Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury Bills | 4.20% |
| United States Treasury Bills | 2.62% |
| United States Treasury Bills | 2.61% |
| United States Treasury Bills | 2.10% |
| United States Treasury Bills | 2.10% |
| United States Treasury Bills | 2.10% |
| United States Treasury Bills | 1.58% |
| United States Treasury Bills | 1.58% |
| United States Treasury Bills | 1.05% |
| United States Treasury Bills | 1.05% |
AMFNX Prospectus and SEC Filings
Official Virtus AlphaSimplex Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.