Virtus AlphaSimplex Global Macro ETF

Virtus AlphaSimplex Global Macro ETF is an actively managed exchange-traded fund designed to seek long-term capital appreciation with returns intended to be less dependent on traditional market cycles. The strategy combines a dedicated sleeve of global equity exposure with a suite of systematic global macro approaches that take long and short positions across futures tied to equities, fixed income, currencies, and commodities, aiming to diversify drivers of return and mitigate drawdowns during stress periods. Managed by AlphaSimplex Group, a quantitative alternatives specialist, the fund employs models informed by trend, carry, relative value, growth, monetary policy, and sentiment, alongside disciplined risk management focused on volatility and correlation. The portfolio may dynamically allocate between its equity and macro components and utilize a Cayman subsidiary to access derivatives for efficient exposure to non-equity asset classes. As a non-indexed, non-diversified vehicle, it offers a distinct role in multi-asset portfolios as a systematic alternative complement to long-only equities, seeking to enhance risk-adjusted outcomes through diversified macro themes and tactical positioning across global markets.