Virtus AlphaSimplex Managed Futures ETF (ASMF)
$27.54
▲ +0.11 (+0.40%)
1-day change
$25.62 – $28.00
52-week range
Top 10 holdings weight56.73%
Effective number of positions23.2
Positions above 1%16
Net assets
$29.7M
Holdings
36
As of
July 31, 2026
ASMF Stock Price Chart Daily OHLCV with technical indicators — pan, zoom, and customize your view
range
bars
Bar granularity adapts to the selected period — hover the chart to see open/high/low/close for a bar.
Performance as of Oct. 2, 2026
| Period | Price return | Total return |
|---|---|---|
| 1M | ▲ +4.24% | ▲ +4.24% |
| 3M | · | · |
| 6M | · | · |
| YTD | · | · |
| 1Y | · | · |
| 3Y | · | · |
| 5Y | · | · |
| Max | ▲ +5.60% | ▲ +5.60% |
Volatility 1Y·
Volatility 3Y·
Max drawdown 3Y
·
Beta 3Y·
Sharpe 1Y*·
Total return assumes dividends are reinvested. Returns are not benchmarked against an index. * Sharpe ratio is computed with a 0% risk-free rate.
Fund flows (SEC-reported)
Last month (Jul 2026)
-$1.3M
Quarter ending Jul 2026
-$1.3M
Trailing 12 months
+$9.3M
Based on the fund's own SEC Form N-PORT monthly flow disclosures (Item C.9 "Flow Information") — sales minus redemptions, reinvested distributions excluded. This is a different, independent metric from the "Net flows" estimate above (which is derived from daily shares-outstanding changes). SEC N-PORT filing lag is up to ~60 days; the most recent month/quarter may not yet be fully reflected.
Full composition 36 holdings
| Name | CUSIP | Value | % | Balance | Category | Country |
|---|---|---|---|---|---|---|
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797TW7 | $2.2M | 7.40 | 2,200,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797TX5 | $2.2M | 7.39 | 2,200,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797VD6 | $2.0M | 6.70 | 2,000,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797RG4 | $1.6M | 5.38 | 1,600,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797UT2 | $1.6M | 5.38 | 1,600,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797US4 | $1.5M | 5.05 | 1,500,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797UH8 | $1.5M | 5.02 | 1,500,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797VE4 | $1.5M | 5.02 | 1,500,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797UU9 | $1.4M | 4.70 | 1,400,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797UF2 | $1.4M | 4.69 | 1,400,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797UV7 | $1.3M | 4.37 | 1,300,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797TY3 | $1.3M | 4.36 | 1,300,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797RS8 | $1.3M | 4.36 | 1,300,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797VB0 | $1.2M | 4.02 | 1,200,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797VC8 | $1.1M | 3.69 | 1,100,000 | DBT | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912797UW5 | $997K | 3.36 | 1,000,000 | DBT | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | · | $121K | 0.41 | -39 | DIR | US |
| NEW YORK MERCANTILE EXCHANGE | · | $108K | 0.36 | 11 | DCO | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | · | $107K | 0.36 | -120 | DIR | US |
| ICE FUTURES EUROPE | · | $103K | 0.35 | 10 | DCO | GB |
| CME Group Inc. | · | $40K | 0.13 | 11 | DCO | US |
| EUREX Clearing Aktiengesellschaft | · | $40K | 0.13 | 53 | DE | DE |
| EUREX Clearing Aktiengesellschaft | · | $38K | 0.13 | -55 | DIR | DE |
| Osaka Exchange,Inc | · | $31K | 0.11 | 11 | DE | JP |
| ICE FUTURES EUROPE | · | $30K | 0.10 | -34 | DIR | GB |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | · | $29K | 0.10 | -70 | DIR | US |
| CME Group Inc. | · | $9K | 0.03 | -1 | DCO | US |
| CHICAGO MERCANTILE EXCHANGE | · | $5K | 0.02 | 43 | DFE | US |
| ASX 24 | · | $4K | 0.01 | 2 | DE | AU |
| CHICAGO MERCANTILE EXCHANGE | · | $2K | 0.01 | -194 | DFE | US |
| CHICAGO MERCANTILE EXCHANGE | · | -$2K | -0.01 | 9 | DE | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | · | -$17K | -0.06 | -10 | DCO | US |
| CHICAGO MERCANTILE EXCHANGE | · | -$20K | -0.07 | -17 | DFE | US |
| CHICAGO MERCANTILE EXCHANGE | · | -$24K | -0.08 | -78 | DFE | US |
| ICE FUTURES U.S. | · | -$80K | -0.27 | 21 | DE | US |
| CHICAGO MERCANTILE EXCHANGE | · | -$139K | -0.47 | -147 | DFE | US |
Sector breakdown
Dividends 2 payments
0.19%TTM yield
$0.05TTM payout / share
Annual
(est.)
| Ex-date | Amount / share |
|---|---|
| Dec. 22, 2025 | $0.0520 |
| Dec. 20, 2024 | $0.3950 |
Institutional owners (13F) 6 filers
Institutions that report holding this ETF in their quarterly SEC Form 13F. Long positions only; a single filer may appear twice for separate option legs. Large offsetting put/call legs typically reflect market-making or hedged inventory, not directional conviction.
| Institution | Value | % of tracked 13F | Shares | Type | As of |
|---|---|---|---|---|---|
| A&I FINANCIAL SERVICES, LLC | $10,636,459 | 53.76% | 413,339 | Shares | June 30, 2026 |
| ABBINGTON INVESTMENT GROUP | $8,500,562 | 42.97% | 330,337 | Shares | June 30, 2026 |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | $326,346 | 1.65% | 12,682 | Shares | June 30, 2026 |
| Johnson & White Wealth Management, LLC | $313,676 | 1.59% | 12,190 | Shares | June 30, 2026 |
| VIRTUS ADVISERS, LLC | $4,864 | 0.02% | 189 | Shares | June 30, 2026 |
| R. W. Roge & Company, Inc. | $2,567 | 0.01% | 99,790 | Shares | June 30, 2026 |