Virtus Introduces Virtus AlphaSimplex Managed Futures ETF
ASMF leverages AlphaSimplex’s expertise in systematic alternative investment strategies
The Virtus AlphaSimplex Managed Futures ETF utilizes AlphaSimplex’s proprietary research and dynamic risk management systems to analyze market behavior and adapt to changing market dynamics. The firm’s risk models are designed to detect changes in portfolio risk and adjust to varying levels of market volatility, allowing for daily monitoring and management of portfolio positions.
ASMF aims to deliver diversification to traditional long-only portfolios by seeking positive risk-adjusted returns with low long-term correlations to traditional asset classes. The ETF is designed to target the risk/return characteristics of the 20 largest managed futures funds in the world, as measured by the SG CTA Index. It can offer long or short exposure to global equities, fixed income, currencies, and commodities through exchange-traded futures contracts.
“Incorporating diversified sources of return within investment portfolios is widely accepted as a core tenet of asset allocation. Managed futures have historically generated positive long-term absolute returns independent of overall market direction, providing a differentiated source and pattern of returns compared to traditional stock and bond portfolios,” said AlphaSimplex chief investment officer and portfolio manager
Virtus’ multi-manager ETF platform,
“AlphaSimplex has been redefining systematic strategies for 25 years,” said
About AlphaSimplex
AlphaSimplex is a registered investment adviser and affiliated manager of Virtus Investment Partners that seeks to expand the way the world invests with the power of diversification. The firm specializes in researching and analyzing markets and behaviors, including volatility and risk. AlphaSimplex develops systematic investment strategies that are designed to adapt to changing market dynamics, using primarily liquid futures and forward contracts. The firm seeks to deliver investment success and positively impact clients and colleagues by embracing a thoughtful culture of innovation, collaboration, and excellence.
About
About Virtus Investment Partners, Inc.
Virtus Investment Partners (NYSE: VRTS) is a distinctive partnership of boutique investment managers singularly committed to the long-term success of individual and institutional investors. We provide investment management products and services from our affiliated managers, each with a distinct investment style and autonomous investment process, as well as select subadvisers. Investment solutions are available across multiple disciplines and product types to meet a wide array of investor needs. Additional information about our firm, investment partners, and strategies is available at virtus.com.
Risk Considerations
Exchange-Traded Funds (ETF):The value of an ETF may be more volatile than the underlying portfolio of securities it is designed to track. The costs to the portfolio of owning shares of an ETF may exceed the cost of investing directly in the underlying securities. Derivatives: Derivatives may include, among other things, futures, options, forwards and swap agreements and may be used in order to hedge portfolio risks, create leverage, or attempt to increase returns. Investments in derivatives may result in increased volatility and the portfolio may incur a loss greater than its principal investment.
Prospectus: For additional information on risks, please see the fund’s prospectus.
The SG CTA Index is designed to represent the performance of the 20 largest Trend Following commodity trading advisors (CTA) programs in the managed futures space. To qualify for inclusion in the index, a program must be open to new investment, report returns on a daily basis, be an industry recognized trend follower as determined at the discretion of the SG Index Committee, and must exhibit significant correlation to trend following peers and the SG Trend Indicator. The index is equally weighted, and rebalanced and reconstituted annually.
Please consider the investment objectives, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and other information about the fund. Contact us at 1-800-243-4361 or visit virtus.com for a copy of the fund's prospectus. Read the prospectus carefully before you invest or send money.
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Media Relations Contacts
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Source: Virtus AlphaSimplex Managed Futures ETF