ASGM leverages AlphaSimplex's expertise in adaptive investment strategies for evolving markets
Virtus Investment Partners, Inc. (NYSE:VRTS) has expanded its offerings of distinctive, actively managed exchange-traded funds with the introduction of the Virtus AlphaSimplex Global Macro ETF (NYSE:ASGM). ASGM is the 21st ETF offering from Virtus' multi-manager ETF platform, Virtus ETF Solutions.
Virtus AlphaSimplex Global Macro ETF utilizes AlphaSimplex's proprietary research and dynamic risk management systems to analyze market behavior and adapt to changing market dynamics and seeks to produce long-term capital appreciation independent of market cycles. The goal is to outperform traditional long-only equity investments while helping to minimize losses during protracted periods of high market volatility.
"Investors can potentially unlock a broader range of opportunities and mitigate risk by diversifying globally, particularly with geopolitical uncertainties and a changing trade environment influencing portfolio returns," said AlphaSimplex's chief investment officer and portfolio manager Alexander D. Healy, Ph.D., who manages ASGM with Kathryn M. Kaminski, Ph.D., CAIA, chief research strategist and portfolio manager, and Tansu Demirbilek, senior research scientist and portfolio manager.
The actively managed ETF uniquely blends dedicated global equity exposures with systematic macro strategies, offering investors a powerful combination for navigating diverse market conditions. The global equity component aims to capture upside potential during positive market cycles, while the systematic macro strategies seek to provide diversification and help mitigate downside risk during volatile periods.
"As a leading provider of systematic investment strategies, AlphaSimplex is uniquely positioned to offer this innovative alternative ETF to investors seeking diversification throughout a market cycle," said William J. Smalley, executive managing director, Virtus ETF Solutions. "ASGM's combination of proprietary trend techniques and dedicated, tactical exposure to global equities enables investors to stay invested in alternatives regardless of the global economy. Hedge funds are no longer the only destination for global macro strategies."
About AlphaSimplex
AlphaSimplex is a registered investment adviser and investment manager of Virtus Investment Partners that seeks to expand the way the world invests with the power of diversification. The firm specializes in researching and analyzing markets and behaviors, including volatility and risk. AlphaSimplex develops systematic investment strategies that are designed to adapt to changing market dynamics, using primarily liquid futures and forward contracts. The firm seeks to deliver investment success and positively impact clients and colleagues by embracing a thoughtful culture of innovation, collaboration, and excellence.
About Virtus ETF Solutions
Virtus ETF Solutions is a multi-manager ETF sponsor that offers actively managed and index-based investment capabilities across multiple asset classes, seeking to deliver a family of complementary ETFs that provide investors access to differentiated investment capabilities from select subadvisers.
About Virtus Investment Partners, Inc.
Virtus Investment Partners (NYSE:VRTS) is a distinctive partnership of boutique investment managers singularly committed to the long-term success of individual and institutional investors. We provide investment products and services from our investment managers, each with a distinct investment style and autonomous investment process, as well as select subadvisers. Investment solutions are available across multiple disciplines and product types to meet a wide array of investor needs. Additional information about our firm, investment partners, and strategies is available at virtus.com.
Risk Considerations
Exchange-Traded Funds (ETF): The value of an ETF may be more volatile than the underlying portfolio of securities it is designed to track. The costs to the portfolio of owning shares of an ETF may exceed the cost of investing directly in the underlying securities. Derivatives: Derivatives may include, among other things, futures, options, forwards and swap agreements and may be used in order to hedge portfolio risks, create leverage, or attempt to increase returns. Investments in derivatives may result in increased volatility and the portfolio may incur a loss greater than its principal investment. Equity Securities: The market price of equity securities may be adversely affected by financial market, industry, or issuer-specific events. Focus on a particular style or on small, medium, or large-sized companies may enhance that risk. Short Sales: The portfolio may engage in short sales, and may incur a loss if the price of a borrowed security increases before the date on which the portfolio replaces the security. Quantitative Model: Investments selected using quantitative models may perform differently from the market as a whole or from their expected performance. There can be no assurance that use of a quantitative model will enable the portfolio to achieve positive returns or outperform the market. Leverage: When a portfolio is leveraged, the value of its securities may be more volatile and all other risks may be compounded. Commodity and Commodity-Linked Instruments: Commodity and commodity-linked instruments may experience a return different than the commodity they attempt to track and may also be exposed to counterparty risk. Currency Rate: Fluctuations in the exchange rates between the U.S. dollar and foreign currencies may negatively affect the value of the portfolio's shares. Foreign & Emerging Markets: Investing in foreign securities, especially in emerging markets, subjects the portfolio to additional risks such as increased volatility, currency fluctuations, less liquidity, and political, regulatory, economic, and market risk. Interest Rate: The values of debt instruments may rise or fall in response to changes in interest rates, and this risk may be enhanced for securities with longer maturities. Credit Risk: If the issuer of a debt instrument fails to pay interest or principal in a timely manner, or negative perceptions exist in the market of the issuer's ability to make such payments, the price of the security may decline. Portfolio Turnover: The portfolio's principal investment strategies may result in a consistently high portfolio turnover rate. A higher portfolio turnover rate may indicate higher transaction costs and may result in higher taxes when the portfolio is held in a taxable account. Market Price/NAV: At the time of purchase and/or sale, an investor's shares may have a market price that is above or below the fund's NAV, which may increase the investor's risk of loss. Market Volatility: The value of the securities in the portfolio may go up or down in response to the prospects of individual companies and/or general economic conditions. Local, regional, or global events such as war, terrorism, pandemic, or recession could impact the portfolio, including hampering the ability of the portfolio's manager(s) to invest its assets as intended.
Prospectus: For additional information on risks, please see the fund's prospectus.
The ICE BofA US Treasury Bill 3 Month Index measures performance of the three-month Treasury bill, based on monthly average auction rates. The index is calculated on a total return basis. The index is unmanaged, its returns do not reflect any fees, expenses, or sales charges, and is not available for direct investment.
The Credit Suisse Global Macro Index is a component of the broader Credit Suisse Hedge Fund Index designed to track the aggregate performance of global macro hedge funds. These funds primarily focus on identifying and profiting from extreme price valuations across various markets, including equities, currencies, interest rates, and commodities, often utilizing a top-down, global macroeconomic approach and leveraging anticipated price movements. The index is calculated on a total return basis. The index is unmanaged, its returns do not reflect any fees, expenses, or sales charges, and is not available for direct investment.
Please consider the investment objectives, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and other information about the fund. Contact us at 1-888-383-0553 or visit virtus.com for a copy of the fund's prospectus. Read the prospectus carefully before you invest or send money.
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