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Virtus AlphaSimplex Global Alternatives Fund Class A GAFAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GAFAX | Replication |
|---|---|---|
| Annualized growth | 6.2% | 8.0% |
| Annualized volatility | 6.9% | 6.9% |
| Sharpe ratio | 0.90 | 1.15 |
| Maximum drawdown | 7.7% | 12.1% |
| Replication fit (R²) | 0.72 · Tracking error 3.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model GAFAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 49.0% |
| DBEF | Intl · Dev Hedged | 18.4% |
| MTUM | Factor · Momentum | 11.0% |
| SPHY | FI · High Yield | 10.8% |
| EMLC | FI · EM Local Currency | 10.8% |