Key Takeaways
- • Virtus AlphaSimplex Global Macro ETF (ASGM) delivered +22.8% returns over the 12-month period ending October 5, 2026, closing at $33.45 per share with a net asset base of approximately $9.8 million as of September 29, 2026.
- • ASGM is an actively managed ETF combining global equity exposure with systematic macro strategies designed to generate returns independent of traditional market cycles while mitigating downside volatility.
- • The fund employs AlphaSimplex's proprietary research framework and dynamic risk management systems, utilizing primarily liquid futures and forward contracts to adapt to changing market conditions.
- • Volatility remained modest over the measurement period, with zero sessions recording daily moves exceeding 5% and the largest single-day decline at -4.1% (June 5, 2026).
- • The ETF trades on NYSE Arca with a 52-week low of $24.60, a current yield of 1.58%, and a trailing price-to-earnings ratio of 20.68.
Summary
The Virtus AlphaSimplex Global Macro ETF (ASGM) is an actively managed exchange-traded fund launched by Virtus Investment Partners through its Virtus ETF Solutions multi-manager platform. The fund targets long-term capital appreciation through a systematic approach to global macro investing that seeks to operate independently of traditional equity market cycles while reducing portfolio losses during periods of elevated volatility.
ASGM's investment strategy integrates two complementary components: dedicated global equity exposures designed to capture upside during favorable market environments, and systematic macro strategies intended to provide diversification benefits and downside protection during volatile or stressed market conditions. The fund leverages AlphaSimplex's proprietary research capabilities and dynamic risk management systems to analyze market behavior and adapt to evolving market dynamics. The underlying investment approach primarily employs liquid futures and forward contracts, allowing the fund to maintain operational flexibility within the liquid ETF wrapper.
Performance data through October 5, 2026 reflects a 12-month gain of 22.8%, with the fund closing at $33.45 per share. The fund managed this performance with notable stability—recording zero daily moves exceeding 5% over the measurement period, with the largest single-day decline limited to -4.1% on June 5, 2026. As of late September 2026, the fund held approximately $9.8 million in net assets. Additional metrics as of early October 2026 included a 52-week trading range of $24.60 to $33.61, a 1.58% dividend yield, and a trailing price-to-earnings multiple of 20.68.
ASGM's investment strategy integrates two complementary components: dedicated global equity exposures designed to capture upside during favorable market environments, and systematic macro strategies intended to provide diversification benefits and downside protection during volatile or stressed market conditions. The fund leverages AlphaSimplex's proprietary research capabilities and dynamic risk management systems to analyze market behavior and adapt to evolving market dynamics. The underlying investment approach primarily employs liquid futures and forward contracts, allowing the fund to maintain operational flexibility within the liquid ETF wrapper.
Performance data through October 5, 2026 reflects a 12-month gain of 22.8%, with the fund closing at $33.45 per share. The fund managed this performance with notable stability—recording zero daily moves exceeding 5% over the measurement period, with the largest single-day decline limited to -4.1% on June 5, 2026. As of late September 2026, the fund held approximately $9.8 million in net assets. Additional metrics as of early October 2026 included a 52-week trading range of $24.60 to $33.61, a 1.58% dividend yield, and a trailing price-to-earnings multiple of 20.68.
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