Performance analysis of ASMF (Virtus AlphaSimplex Managed Futures ETF)
Annual Return
Since May 16, 2024, ASMF has had an average annual return of +2.08%, underperforming the benchmark SPY, which returned +18.28% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.20% | +1.16% | -3.56% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.27% | +5.63% | -4.12% | +2.03% | +0.00951% | -0.43% | -0.10% | +7.20% | |||||
| 2025 | +1.73% | -3.05% | -0.89% | -4.04% | +0.61% | +0.67% | -1.38% | +1.84% | +2.53% | +0.73% | +0.99% | +1.65% | +1.16% |
| 2024 | +0.89% | +1.08% | -1.33% | -2.75% | +1.92% | -4.76% | -0.22% | +1.76% | -3.56% |
Drawdown analysis of ASMF (Virtus AlphaSimplex Managed Futures ETF)
The maximum drawdown for the ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 210 trading sessions.
The current ASMF drawdown is -3.31%.
Since May 16, 2024 ASMF has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.30% | Jul 10, 2024 | 187 | Apr 8, 2025 | 210 | Feb 9, 2026 | 397 |
| -5.03% | Feb 27, 2026 | 21 | Mar 30, 2026 | 30 | May 12, 2026 | 51 |
| -4.22% | May 20, 2024 | 18 | Jun 14, 2024 | 10 | Jul 1, 2024 | 28 |
| -4.16% | May 19, 2026 | 26 | Jun 26, 2026 | Ongoing | Ongoing | Ongoing |
| -2.19% | Feb 11, 2026 | 3 | Feb 17, 2026 | 5 | Feb 24, 2026 | 8 |
| -0.57% | Feb 9, 2026 | 1 | Feb 10, 2026 | 1 | Feb 11, 2026 | 2 |
| -0.37% | May 13, 2026 | 1 | May 14, 2026 | 3 | May 19, 2026 | 4 |
| -0.36% | Feb 25, 2026 | 1 | Feb 26, 2026 | 1 | Feb 27, 2026 | 2 |
| -0.13% | Jul 5, 2024 | 1 | Jul 8, 2024 | 2 | Jul 10, 2024 | 3 |