ASFCX Performance — Virtus AlphaSimplex Managed Futures Strategy Fund, Class C
Data updated: 2026-08-28
ASFCX returned +8.74% year to date and +18.06% over one year to Jun 2026. Over one year the fund trailed its Commodities category average: $100 grew to $118, against $130 for the category. Volatility over the past 12 months was 9.12% a year. In the 12 months to Jun 2026 the fund lost a net $571.6M, and assets reached $911.39M.
ASFCX Growth of $100
What $100 invested in Virtus AlphaSimplex Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | ASFCX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $118 | $130 |
| 3 years (Jul 2023 – Jun 2026) | $73 | $165 |
| Since data start (Apr 2023 – Jun 2026) | $74 | $162 |
ASFCX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +8.74% |
| 1 year | +18.06% |
3- and 5-year figures withheld: disagrees with sibling classes.
ASFCX Annual Returns
Calendar-year total returns of Virtus AlphaSimplex Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +8.74% |
| 2025 | −10.51% |
| 2024 | −15.01% |
| 2023 (Apr–Dec) | −9.95% |
ASFCX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.0% | +4.0% | −1.5% | +5.8% | −0.4% | −3.2% | — | — | — | — | — | — |
| 2025 | +0.9% | −3.4% | −4.7% | −9.9% | −2.0% | +0.5% | −0.9% | +2.0% | +3.5% | +0.7% | +1.0% | +2.0% |
| 2024 | −1.1% | +3.6% | +2.5% | +1.5% | −2.0% | −4.8% | −2.8% | −7.1% | +0.4% | −5.9% | +0.8% | −0.5% |
| 2023 | — | — | — | +1.7% | −0.1% | +0.9% | −1.7% | −3.0% | +2.1% | −0.7% | −7.6% | −1.7% |
ASFCX Risk
Risk measures from monthly returns over Jul 2025 – Jun 2026.
- 1-year volatility (annualised): 9.12%
- Best month: +5.78% (Apr 2026)
- Worst month: −3.19% (Jun 2026)
ASFCX Fund Flows
Monthly money in and out of Virtus AlphaSimplex Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$571.6M
- 12-month gross sales (incl. reinvestments): $592.1M
- Sales ÷ redemptions: 0.51×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $19.1M | $56.9M | −$37.8M |
| May 2026 | $18.9M | $22.8M | −$3.9M |
| Apr 2026 | $19.6M | $40.6M | −$21.0M |
| Mar 2026 | $38.1M | $222.0M | −$183.9M |
| Feb 2026 | $19.6M | $29.1M | −$9.5M |
| Jan 2026 | $212.6M | $81.5M | $131.1M |
| Dec 2025 | $60.4M | $197.0M | −$136.6M |
| Nov 2025 | $26.9M | $88.7M | −$61.8M |
| Oct 2025 | $36.4M | $228.0M | −$191.6M |
| Sep 2025 | $44.9M | $39.7M | $5.3M |
| Aug 2025 | $32.2M | $69.9M | −$37.7M |
| Jul 2025 | $63.3M | $87.4M | −$24.1M |
ASFCX Assets Under Management
Net assets of Virtus AlphaSimplex Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $911.39M |
| 2026-03-31 | $950.98M |
| 2025-12-31 | $940.54M |
| 2025-09-30 | $1.30B |
| 2025-06-30 | $1.30B |
| 2025-03-31 | $1.68B |
| 2024-12-31 | $1.90B |
| 2024-09-30 | $2.17B |
| 2024-06-28 | $2.31B |
| 2024-03-28 | $2.33B |
| 2023-12-29 | $2.27B |
| 2023-09-29 | $2.63B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.