Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ASMF (Virtus Alphasimplex Managed Futures ETF) | -4.84% | -11.96% | NA | NA | NA | NA | NA | -8.05% |
Data as of 07/14/2025, AR inception is 05/01/2024
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASMF (Virtus Alphasimplex Managed Futures ETF) | 05/01/2024 | 07/14/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.27 | -11.96 | NA | NA | NA | NA | NA | -8.05 | -4.84 | -3.38 |
| Sharpe Ratio | NA | -1.46 | NA | NA | NA | NA | NA | -0.95 | -1.18 | -1.22 |
| Standard Deviation(%) | NA | 9.92 | NA | NA | NA | NA | NA | 10.22 | 9.51 | 10.77 |
| Draw Down(%) | NA | 14.75 | NA | NA | NA | NA | NA | 15.30 | 10.05 | 10.19 |
| Yield(%) | 0.00 | 1.51 | 0.53 | 0.32 | 0.16 | 0.11 | 0.08 | 1.58 | 0.00 | 1.58 |
Data as of 07/14/2025, AR inception is 05/01/2024
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASMF (Virtus Alphasimplex Managed Futures ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASMF (Virtus Alphasimplex Managed Futures ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart