ASMF — Virtus AlphaSimplex Managed Futures ETF
Data updated: 2026-06-26
ASMF — Virtus AlphaSimplex Managed Futures ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $30.97M AUM · 0.80% expense ratio · 16.0% 1-yr return. From SEC regulatory filings.
ASMF Fund Overview
ASMF — Virtus AlphaSimplex Managed Futures ETF is a US ETF managed by Virtus ETF Trust II, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Virtus ETF Trust II
- Category: Commodity
- Assets under management: $30.97M
- 1-year return: 16.0%
- Ticker: ASMF
- SEC CIK: 0001648403
- SEC series ID: S000083995
- Share class ID: C000248117
ASMF Holdings
Top 10 holdings of Virtus AlphaSimplex Managed Futures ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Of America - Bureau Of The Public Debt | 8.07% |
| United States Of America - Bureau Of The Public Debt | 7.09% |
| United States Of America - Bureau Of The Public Debt | 6.43% |
| United States Of America - Bureau Of The Public Debt | 6.43% |
| United States Of America - Bureau Of The Public Debt | 6.12% |
| United States Of America - Bureau Of The Public Debt | 6.10% |
| United States Of America - Bureau Of The Public Debt | 4.84% |
| United States Of America - Bureau Of The Public Debt | 4.83% |
| United States Of America - Bureau Of The Public Debt | 4.51% |
| United States Of America - Bureau Of The Public Debt | 4.51% |
ASMF Portfolio Allocation
Asset-class allocation of Virtus AlphaSimplex Managed Futures ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 78.6% |
| Derivatives | 1.7% |
| Real Estate | 0.6% |
ASMF Performance
Total returns for ASMF (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 7.6% |
| 1 year | 16.0% |
| 3 years (annualised) | 2.6% |
ASMF Risk Information
Risk metrics for ASMF, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 9.4%
ASMF Costs and Fees
ASMF costs about $80 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.80%
- Gross expense ratio: 0.80%
- Portfolio turnover: 0%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
ASMF Cashflows
Over the 12 months to 2026-04, Virtus AlphaSimplex Managed Futures ETF had net outflows of $3.46M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $0 |
| 2026-03 | $1.93M |
| 2026-02 | −$4.56M |
| 2026-01 | $1.23M |
| 2025-12 | −$8.82K |
| 2025-11 | $578.25K |
ASMF Debt Constituents
Largest debt holdings of Virtus AlphaSimplex Managed Futures ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Of America - Bureau Of The Public Debt | 8.07% |
| United States Of America - Bureau Of The Public Debt | 7.09% |
| United States Of America - Bureau Of The Public Debt | 6.43% |
| United States Of America - Bureau Of The Public Debt | 6.43% |
| United States Of America - Bureau Of The Public Debt | 6.12% |
| United States Of America - Bureau Of The Public Debt | 6.10% |
| United States Of America - Bureau Of The Public Debt | 4.84% |
| United States Of America - Bureau Of The Public Debt | 4.83% |
| United States Of America - Bureau Of The Public Debt | 4.51% |
| United States Of America - Bureau Of The Public Debt | 4.51% |
ASMF Prospectus and SEC Filings
Official Virtus AlphaSimplex Managed Futures ETF 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.