Virtus AlphaSimplex Managed Futures ETF
ASMF
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- Virtus AlphaSimplex Managed Futures ETF (ASMF) is an actively managed exchange-traded fund that seeks capital appreciation consistent with the risk/return characteristics of a basket of the largest managed futures funds worldwide, as measured by the SG CTA Index; it employs a diversified, systematic trend-following approach combining index replication techniques with proprietary insights from AlphaSimplex Group, LLC, taking long or short positions in highly liquid futures contracts across approximately 20 assets in global equity, fixed income, currency, and commodity markets, including equity index futures such as E-mini S&P 500 and Euro Stoxx 50, bond futures like 10-Year Treasury Note and Euro Bund, and commodity-related exposures. The ETF, launched on May 15, 2024, and domiciled in the United States as a series of Virtus ETF Trust II, is advised by Virtus ETF Advisers LLC (headquartered in New York) with AlphaSimplex Group, LLC (founded in 1999 and based in Boston) serving as sub-adviser; it targets institutional and retail investors seeking low-correlation diversification from traditional asset classes, offering daily liquidity, transparency, and a net expense ratio of 0.80% through its ETF structure that mitigates single-manager risk and fees associated with direct managed futures funds. In recent developments, Virtus Investment Partners completed its acquisition of AlphaSimplex Group from Natixis Investment Managers in April 2023, integrating the quantitative alternatives manager as an affiliated boutique to expand liquid alternative offerings; this strategic move preceded the May 2024 launch of ASMF as AlphaSimplex's inaugural ETF product, enhancing Virtus's lineup to 18 ETFs and leveraging AlphaSimplex's 25 years of expertise in systematic trend-following strategies previously available mainly through mutual funds like the AlphaSimplex Managed Futures Strategy Fund (ASFYX). As of late 2025, the fund manages approximately $30 million in assets under management, with portfolio managers Alexander D. Healy, Kathryn M. Kaminski, and Tansu Demirbilek overseeing its risk-managed positions that dynamically adjust for volatility and correlations across global markets.