Virtus AlphaSimplex Global Macro ETF (ASGM)

The Virtus AlphaSimplex Global Macro ETF (ASGM) is an actively managed alternative strategy fund from Virtus Investment Partners, with AlphaSimplex Group as its sub-adviser. It seeks positive absolute returns with low correlation to traditional stock and bond markets.

The fund implements a systematic global macro approach, taking long and short positions primarily through futures and currency forwards across global equity indexes, interest rates, currencies and commodities. Positions are driven by quantitative models that assess trends, valuation and other macroeconomic signals.

Because it can be long or short across many asset classes, the strategy aims to serve as a diversifier within a broader portfolio.