ASGM Performance — Virtus AlphaSimplex Global Macro ETF
Data updated: 2026-10-13
ASGM returned +16.81% year to date and +30.00% over one year to Jul 2026. Over one year the fund beat its Aggressive Allocation category average: $100 grew to $130, against $117 for the category. Volatility over the past 12 months was 12.49% a year. In the 12 months to Jul 2026 the fund took in a net $7.1M, and assets reached $8.55M.
ASGM Growth of $100
What $100 invested in Virtus AlphaSimplex Global Macro ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | ASGM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $130 | $117 |
ASGM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.81% |
| 1 year | +30.00% |
ASGM Annual Returns
Calendar-year total returns of Virtus AlphaSimplex Global Macro ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +16.81% |
| 2025 (Aug–Dec) | +11.29% |
ASGM 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 | +5.2% | +4.6% | −3.8% | +8.8% | +4.5% | −2.3% | −0.7% | — | — | — | — | — |
| 2025 | — | — | — | — | — | — | — | +2.6% | +4.9% | +2.4% | −0.1% | +1.2% |
ASGM Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 12.49%
- Best month: +8.84% (Apr 2026)
- Worst month: −3.81% (Mar 2026)
ASGM Fund Flows
Monthly money in and out of Virtus AlphaSimplex Global Macro ETF, from SEC Form N-PORT.
- 12-month net flow: $7.1M
- 12-month gross sales (incl. reinvestments): $7.1M
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $788K | $0 | $788K |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $683K | $0 | $683K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $5.6M | $0 | $5.6M |
ASGM Assets Under Management
Net assets of Virtus AlphaSimplex Global Macro ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $8.55M |
| 2026-04-30 | $7.67M |
| 2026-01-30 | $7.00M |
| 2025-10-31 | $6.20M |
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.