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Virtus AlphaSimplex Managed Fut (ASMF)

Systematic Trend | Exchange Traded Fund | NYSEArca
25.82 USD -0.02 (-0.078%) ⇩ (July 14, 2026, 11:54 a.m. EDT)

Short-term:★★⯪☆☆Long-term:★★⯪☆☆Dividends:★★☆☆☆
Hot Take | July 11, 2026, 5:07 a.m. EDT

The asset presents a classic case of a quant-driven vehicle struggling in a non-quant environment. Fundamentally, the business has suffered a sharp 12.8% decline over the last year, dragging the price well below its 200-day average despite sitting near its 52-week high relative to the recent trough. This disconnect suggests the recent rally was a technical bounce rather than a fundamental recovery, especially given the heavy reliance on quantitative strategies which often face headwinds during periods of low volatility or specific market regimes. The short-term outlook remains neutral to slightly bearish; while the price has stabilized recently, the statistical forecast model—a high-confidence signal based on recent price noise—predicts a slight downward drift over the next 45 days, reinforcing the lack of immediate momentum. On the income side, the dividend profile is concerning; the payout appears erratic and potentially unsustainable, with a massive 0.395 payment in late 2024 followed by a tiny 0.052 payment in late 2025, resulting in a negligible yield that fails to provide any meaningful income buffer against the capital loss. Investors should view this as a speculative trade in a niche strategy rather than a core holding, as the underlying business quality has deteriorated significantly over the trailing twelve months.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
MSTL_67 ✓0.015596
MSTL0.018611
AutoETS0.018869
AutoTheta0.018902
AutoARIMA0.018911

Forecast horizon: 60 days | Selected: MSTL_67

Forecast Reliability
Score 68%
H-stat 1.16
Ljung-Box p 0.000
Jarque-Bera p 0.848
Excess Kurtosis 0.02
Attribute Value
Trailing P/E 17.02

Dividend Data

Yield Summary
Last Yield 1yr Yield 3yr Avg 5yr Avg
0.22% 0.22%
Dividend History
Date Dividend Yield %
2025-12-22 0.052 0.217328
2024-12-20 0.395 1.673303
Additional Data
trailingAnnualDividendRate 0.0
trailingAnnualDividendYield 0.0
dividendYield 0.2

Info Dump

Attribute Value
All Time High 26.61
All Time Low 21.82
Ask 25.9
Ask Size 100
Average Daily Volume10 Day 1,580
Average Daily Volume3 Month 2,254
Average Volume 2,254
Average Volume10Days 1,580
Beta3 Year 0.0
Bid 25.74
Bid Size 200
Category Systematic Trend
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 25.82
Day Low 25.7201
Dividend Yield 0.2
Eps Trailing Twelve Months 1.5168998
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 25.94204
Fifty Day Average Change -0.122039795
Fifty Day Average Change Percent -0.0047043255
Fifty Two Week Change Percent 14.824033
Fifty Two Week High 26.61
Fifty Two Week High Change -0.7900009
Fifty Two Week High Change Percent -0.029688122
Fifty Two Week Low 22.145
Fifty Two Week Low Change 3.6749992
Fifty Two Week Low Change Percent 0.16595164
Fifty Two Week Range 22.145 - 26.61
First Trade Date Milliseconds 1,715,866,200,000
Full Exchange Name NYSEArca
Fund Family Virtus
Fund Inception Date 1,715,731,200
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary Under normal market conditions, AlphaSimplex typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its strategy. These market exposures, which are expected to change over time, primarily include exposures to the returns of U.S. and non-U.S. equity and fixed-income securities and securities indices, currencies, and commodities.
Market us_market
Market State REGULAR
Max Age 86,400
Message Board Id finmb_1871798009
Nav Price 25.86838
Net Assets 30,838,410.0
Net Expense Ratio 0.8
Open 25.77
Phone 877-332-8172
Previous Close 25.84
Price Hint 2
Quote Source Name Nasdaq Real Time Price
Quote Type ETF
Region US
Regular Market Change -0.020000458
Regular Market Change Percent -0.07770155
Regular Market Day High 25.82
Regular Market Day Low 25.7201
Regular Market Day Range 25.7201 - 25.82
Regular Market Open 25.77
Regular Market Previous Close 25.84
Regular Market Price 25.82
Regular Market Time 1,784,044,469
Regular Market Volume 2,367
Short Name Virtus AlphaSimplex Managed Fut
Source Interval 15
Symbol ASMF
Total Assets 30,838,410
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing P E 17.021559
Trailing Peg Ratio None
Trailing Three Month Nav Returns 2.11374
Trailing Three Month Returns 2.11374
Triggerable 1
Two Hundred Day Average 24.891085
Two Hundred Day Average Change 0.928915
Two Hundred Day Average Change Percent 0.037319187
Type Disp ETF
Volume 2,367
Yield 0.002
Ytd Return 7.17037