AMFNX
Virtus AlphaSimplex Mgd Futrs Strtgy-R6
$9.86
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 2346.532M |
| 52 Week High | 10.3 |
| 52 Week Low | 8.97 |
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Key Data
| Symbol | AMFNX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.86 |
| Price Yesterday | 9.86 |
| Market Cap | 2,346.53 |
| YTD Return | 7.64% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 1000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0133 |
Overview
| 52 Week High | 10.30 |
|---|---|
| 52 Week Low | 8.97 |
| Market Cap | 2,346.53M |
| Shares Outstanding | 237.99M |
| Income Dividend Yield | 0.86% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.86% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 43.25% |
| One Months | -6.18% |
| Three Months | -6.34% |
| Six Months | 19.59% |
| Nine Months | 2.65% |
| One Year | 1.13% |
| Three Years | 8.46% |
| Five Years | 9.33% |
| Ten Years | -999 |
| YTD | 15.36% |
| Since Inception | 6.51% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.72% |
| One Month | -0.50% |
| Three Months | -1.60% |
| Six Months | 9.19% |
| Nine Months | 1.95% |
| One Year | 1.13% |
| Three Years | 27.42% |
| Five Years | 56.04% |
| Ten Years | -999 |
| YTD | 7.64% |
| Since Inception | 57.16% |
Yearly Returns
| 2024 | 7.64% |
|---|---|
| 2023 | -10.33% |
| 2022 | 35.93% |
| 2021 | 3.63% |
| 2020 | 13.76% |
| 2019 | 8.46% |
| 2018 | -12.59% |
| 2017 | 7.19% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -3.42% |
|---|---|
| Beta | -0.04 |
| Correlation | -3.64% |
| Downside Deviation | 2.98% |
| Coefficient of determination | 0.13% |
| Standard Deviation | 3.13% |
| Sharpe Ratio | -2.55 |
| Sortino | -9.25 |
| Treynor | 120.08 |
| Ulcer Index | 4.7 |
| Ulcer Performance Index | -5.88 |