VAAAX — Virtus Rampart Multi-Asset Trend Fund
Data updated: 2020-12-11
VAAAX — Virtus Rampart Multi-Asset Trend Fund. Developed ex-US Blend / Core Equity · $36.87M AUM. Holdings, fees, performance and SEC filings.
VAAAX Fund Overview
VAAAX — Virtus Rampart Multi-Asset Trend Fund is a US mutual fund managed by Virtus Opportunities Trust, categorised as Developed ex-US Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Virtus Opportunities Trust
- Category: Developed ex-US Blend / Core Equity
- Assets under management: $36.87M
- 1-year return: -51.0%
- Ticker: VAAAX
- SEC CIK: 0001005020
- SEC series ID: S000031600
- Share class ID: C000098360
VAAAX Investment Objective and Strategy
Virtus Rampart Multi-Asset Trend Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Virtus Opportunities Trust.
Investment objective
The fund has an investment objective of capital appreciation. In pursuing this objective, the fund maintains an emphasis on preservation of capital.
Principal investment strategy
The fund utilizes a rules based investment process and may invest in securities representing the approximately 130 sub-sectors of the primary sectors of the S&P 500 Index, international equities, fixed income, alternatives, and/or cash equivalents (high-quality short-term securities). Allocations to each asset class are based on quantitative models. The fund has the flexibility to invest in any combination of the sub-sectors, international equities, fixed income, alternatives, and high-quality short-term securities. A relative strength momentum model is utilized to rank each sub-sector, international equity component, fixed income component, and alternative asset component. The fund will allocate to those components that the model determines are more likely to outperform the broad market.
A market risk indicator model is also used to determine whether the market is in a lower or higher level of risk based on price trends in the overall equity market. When the equity market is determined to be in a higher level of risk, a defensive cash equivalent position may be built by allocating from those equity sub-sectors and international equities of the market that are not exhibiting absolute positive momentum. The fund may invest in a basket of securities or ETFs to represent its positions.
VAAAX Performance
Total returns for VAAAX (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | -51.0% |
VAAAX Risk Information
Risk metrics for VAAAX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.2%
VAAAX Costs and Fees
VAAAX costs about $181 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.81%
- Gross expense ratio: 1.84%
- Portfolio turnover: 233%
- Brokerage commissions: 4.72 bps of average net assets (SEC N-CEN)
VAAAX Cashflows
Over the 12 months to 2020-09, Virtus Rampart Multi-Asset Trend Fund had net inflows of $21.33M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2020-09 | $2.31M |
| 2020-08 | $1.83M |
| 2020-07 | $3.40M |
| 2020-06 | $1.27M |
| 2020-05 | $1.37M |
| 2020-04 | $1.02M |
VAAAX Debt Constituents
No individual debt constituents are reported in Virtus Rampart Multi-Asset Trend Fund's latest SEC N-PORT filing.
VAAAX Prospectus and SEC Filings
Official Virtus Rampart Multi-Asset Trend Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2020-02-10
- Prospectus (485BPOS) — filed 2019-02-14
- Prospectus supplement (497) — filed 2019-12-03
- Portfolio holdings (N-PORT) — filed 2020-11-23
- Portfolio holdings (N-PORT) — filed 2020-08-26
- Portfolio holdings (N-PORT) — filed 2020-05-20
- Annual census (N-CEN) — filed 2020-12-11
- Annual census (N-CEN) — filed 2019-12-13
Related Funds
Other Developed ex-US Blend / Core Equity 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.