- Issuer
- Virtus
- Inception Date
- Aug 4, 2025
- Region
- Global (Global)
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Highlights
- Avg. Volume (1M)
- 487
- Avg. Volume Value (1M)
- $15.18K
Share Price Chart
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Performance
ASGM Performance Chart
Virtus AlphaSimplex Global Macro ETF (ASGM) is up 16.9% since the beginning of the year. ASGM is currently trading at $31 per share.
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Returns By Period
Virtus AlphaSimplex Global Macro ETF
- 1D
- 0.98%
- 1M
- 0.87%
- 6M
- 11.31%
- YTD
- 16.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ASGM Monthly Returns History
Based on dividend-adjusted daily data since Aug 5, 2025, ASGM's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, an investment would double in approximately 2.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +9.2%, while the worst month was Mar 2026 at -4.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, ASGM closed higher 55% of trading days. The best single day was Feb 6, 2026 with a return of +3.8%, while the worst single day was Jun 5, 2026 at -4.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.03% | 5.23% | -4.32% | 9.17% | 4.53% | -2.48% | -0.67% | 16.91% | |||||
| 2025 | 2.33% | 4.93% | 2.47% | -0.38% | 1.34% | 11.08% |
Benchmark Metrics
Virtus AlphaSimplex Global Macro ETF has an annualized alpha of 8.40%, beta of 1.11, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since August 05, 2025.
- This ETF captured 116.18% of S&P 500 Index gains but only 16.99% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 8.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.11 and R2 of 0.71, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 8.40%
- Beta
- 1.11
- R²
- 0.71
- Upside Capture
- 116.18%
- Downside Capture
- 16.99%
Expense Ratio
ASGM has an expense ratio of 0.86%, placing it in the medium range.
Return for Risk
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Virtus AlphaSimplex Global Macro ETF (ASGM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ASGM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.00 | — |
| Martin ratioReturn relative to average drawdown | — | 8.49 | — |
Dividends
Dividend History
Virtus AlphaSimplex Global Macro ETF provided a 3.86% dividend yield over the last twelve months, with an annual payout of $1.20 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $1.20 | $1.20 |
Dividend yield | 3.86% | 4.52% |
Monthly Dividends
The table displays the monthly dividend distributions for Virtus AlphaSimplex Global Macro ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $1.20 | $1.20 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Virtus AlphaSimplex Global Macro ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Virtus AlphaSimplex Global Macro ETF was 7.37%, occurring on Jul 29, 2026. The portfolio has not yet recovered.
The current Virtus AlphaSimplex Global Macro ETF drawdown is 5.09%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-7.37%Jul 2026 | 1mo 26d | — | 2moJun 2026 - now | — |
-6.62%Mar 2026 | 28d | 10d | 1mo 8dMar 2026 - Apr 2026 | — |
-5.86%Nov 2025 | 23d | 1mo 3d | 1mo 26dOct 2025 - Dec 2025 | — |
-5.17%Feb 2026 | 6d | 6d | 12dJan 2026 - Feb 2026 | — |
-3.68%Oct 2025 | 1d | 10d | 11dOct 2025 - Oct 2025 | — |
Drawdown Indicators
| ASGM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.37% | -56.78% | +49.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.09% | -1.58% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -10.70% | +8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.14% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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