This report provides a comprehensive review of the Virtus AlphaSimplex Managed Futures Strategy Fund's performance during the final quarter of 2025, analyzing its returns against benchmarks, key drivers of performance, and the broader market context.
Navigating Market Trends: A Strategic Approach to Futures Investment
Fund's Q4 2025 Performance Outshines Benchmark
The Virtus AlphaSimplex Managed Futures Strategy Fund's Class I shares demonstrated strong performance in the fourth quarter of 2025, achieving a return of 4.09%. This performance favorably compared to its primary benchmark, the Credit Suisse Managed Futures Liquid Index, which posted a return of 3.85% for the same period. The fund's success underscores its effective strategy in navigating complex market dynamics.
Diversified Trend Following for Consistent Returns
A cornerstone of the Fund's approach in Q4 was its unwavering commitment to broad diversification. This strategy encompassed various trend horizons and employed diverse methodologies for trend following. This tactical allocation allowed the fund to capture opportunities across different market cycles and asset classes, contributing to its positive returns.
Global Equity Markets Sustain Upward Momentum
The fourth quarter of 2025 witnessed a continuation of the upward trend observed earlier in the year within equity markets. Notably, the S&P 500® Index reached unprecedented highs in December, signaling robust investor confidence. A significant highlight of this period was the superior performance of international equities, which outpaced their U.S. counterparts, further fueling the global market rally.
