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Upturn AI Summary
Virtus AlphaSimplex Global Macro ETF(ASGM)
Advisory History & Simulated Performance *
*as per simulation (see disclosures)- ALL
- 1Y
- 1M
- 1W
- BUY Advisory
- SELL Advisory (Profit)
- SELL Advisory (Loss)
- Profit
- Loss
- PASS (Skip)
Stock price based on last close Advisory Performance History (Simulated)
Upturn Advisory & Investor View for ASGM
10/14/2026: ASGM (2-star) has a low Upturn Star Rating. Not recommended to BUY.
Virtus AlphaSimplex Global Macro ETF (ASGM) provides investors with exposure to a systematic, multi-asset global macro strategy. It utilizes a disciplined approach to identify and trade trends across equities, bonds, currencies, and commodities, aiming for absolute returns with low correlation to traditional markets. The fund's primary strengths lie in the specialized quantitative expertise of the AlphaSimplex management team and its potential to act as a hedge during volatile or non-trending periods. Investors should be aware of the higher management fee and the risks inherent in trend-following strategies during sideways or mean-reverting market environments. It is best suited for long-term investors seeking to diversify their portfolio and improve risk-adjusted returns by adding non-correlated assets.
How to Read the Upturn Advisory
The Upturn Star Rating and the current BUY, SELL, or PASS advisory are generated by Upturn’s AI advisory engine based on proprietary signal analysis, price behavior, advisory history, and historical signal performance.
ETF holdings, costs, diversification, valuation, risks, and market conditions provide supporting context about the fund.
Investor Fit
| Investor style | Fit | Why |
|---|---|---|
| Growth investor | Mixed fit | The fund's objective is absolute return rather than aggressive growth, making it a diversification tool rather than a core growth driver. |
| Momentum investor | Strong fit while signal remains positive | The fund's systematic trend-following approach aligns well with momentum strategies, provided the models capture current market direction. |
| Value investor | Weak fit | The strategy is based on trend and macro signals rather than fundamental valuation metrics. |
| Dividend/Income investor | Weak fit | The fund is designed for capital appreciation and hedging rather than providing steady dividend income. |
| Low-risk investor | Mixed fit | While it offers diversification, the use of derivatives and directional bets can introduce risks not present in traditional low-volatility assets. |
Investor Profile
Ideal Investor Profile
The ideal investor is an experienced market participant looking to add non-correlated, absolute-return components to a traditional portfolio.
Suitability
Best suited for long-term investors seeking portfolio diversification rather than traders looking for short-term speculative gains.
Risk Profile
| Risk factor | Level | Why it matters |
|---|---|---|
| Volatility | Medium / high | Managed futures strategies can exhibit significant swings based on how well models catch market trends. |
| Market risk | Medium | The fund is exposed to broad market movements across equities, commodities, and currencies. |
| Concentration | Low | The portfolio is globally diversified across multiple asset classes and hundreds of instruments. |
| Tracking/expense | Medium | The higher active management fee can drag on performance compared to passive alternatives. |
| Liquidity | Low | The underlying futures markets are generally deep and liquid. |
| Business/sector quality | Low / none | The fund does not hold individual company stocks, mitigating idiosyncratic corporate risk. |
Risk Analysis
Volatility
Historical volatility for the fund is moderate, reflective of the systematic strategy's tendency to adjust exposure based on trend signals.
Market Risk
The fund carries systemic risk related to the underlying global futures markets, including geopolitical events and sudden shifts in global macro data.
What the ETF Owns
| Exposure Type | Exposure | Weight (%) | Retail Investor Read |
|---|---|---|---|
| Derivatives | Global Futures Contracts (Equity, Interest Rate, Currency, Commodity) | 60 | These derivatives allow the fund to gain long and short exposure to diverse global markets to capture trends. |
| Other | Fixed Income / Cash Collateral | 40 | This portion serves as collateral for derivative positions while providing interest income. |
Price Behavior
Strong Uptrend
The stock has maintained a strong upward price trend across the last three quarters.
Smooth
The stock has moved along a generally orderly path with only modest fluctuations.
Analysis of Past Performance
Type ETF | Historic Profit 11.13% | Avg. Invested days 77 | Today’s Advisory Consider higher Upturn Star rating |
Upturn Advisory Rating  | Upturn Advisory Performance  5.0 | ETF Returns Performance  3.0 |
| Profits based on simulation | Last Close 10/14/2026 |
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