ASMF Performance — Virtus AlphaSimplex Managed Futures ETF
Data updated: 2026-10-13
ASMF returned +7.76% year to date and +16.34% over one year to Jul 2026. Over one year the fund trailed its Commodities category average: $100 grew to $116, against $134 for the category. Volatility over the past 12 months was 9.23% a year. In the 12 months to Jul 2026 the fund took in a net $9.3M, and assets reached $29.72M.
ASMF Growth of $100
What $100 invested in Virtus AlphaSimplex Managed Futures ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | ASMF | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $116 | $134 |
| Since data start (May 2024 – Jul 2026) | $105 | $156 |
ASMF Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.76% |
| 1 year | +16.34% |
| 3 years (annualised) | +2.33% |
ASMF Annual Returns
Calendar-year total returns of Virtus AlphaSimplex Managed Futures ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +7.76% |
| 2025 | +1.18% |
| 2024 (May–Dec) | −3.40% |
ASMF 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% | +6.1% | −4.9% | +2.5% | +0.2% | −0.7% | +0.5% | — | — | — | — | — |
| 2025 | +1.7% | −3.1% | −1.0% | −3.7% | +0.5% | +0.7% | −1.3% | +1.9% | +2.5% | +0.6% | +1.2% | +1.6% |
| 2024 | — | — | — | — | +0.8% | +1.2% | −1.2% | −2.6% | +1.7% | −4.7% | −0.3% | +1.9% |
ASMF Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 9.23%
- Best month: +6.11% (Feb 2026)
- Worst month: −4.89% (Mar 2026)
ASMF Fund Flows
Monthly money in and out of Virtus AlphaSimplex Managed Futures ETF, from SEC Form N-PORT.
- 12-month net flow: $9.3M
- 12-month gross sales (incl. reinvestments): $21.7M
- Sales ÷ redemptions: 1.75×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $1.3M | −$1.3M |
| Jun 2026 | $654K | $651K | $3K |
| May 2026 | $657K | $656K | $1K |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $1.9M | $0 | $1.9M |
| Feb 2026 | $640K | $5.2M | −$4.6M |
| Jan 2026 | $1.2M | $0 | $1.2M |
| Dec 2025 | $591K | $599K | −$9K |
| Nov 2025 | $578K | $0 | $578K |
| Oct 2025 | $2.3M | $590K | $1.8M |
| Sep 2025 | $2.9M | $2.9M | $21K |
| Aug 2025 | $10.2M | $570K | $9.6M |
ASMF Assets Under Management
Net assets of Virtus AlphaSimplex Managed Futures ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $29.72M |
| 2026-04-30 | $30.97M |
| 2026-01-31 | $32.42M |
| 2025-10-31 | $28.65M |
| 2025-07-31 | $16.14M |
| 2025-04-30 | $30.09M |
| 2025-01-31 | $14.49M |
| 2024-10-31 | $9.51M |
| 2024-07-31 | $8.82M |
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.