Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMNAX (VIRTUS DYNAMIC TREND FUND CLASS A) | NA | -13.95% | 0.80% | 1.10% | 0.02% | 0.92% | NA | … | … |
Data as of 02/08/2016, Common starting date is 06/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMNAX (VIRTUS DYNAMIC TREND FUND CLASS A) | 06/12/1998 | 02/08/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.08 | -13.95 | 0.80 | 1.10 | 0.02 | 0.92 | NA | … | … | -9.78 | -6.56 | -17.14 | 35.72 | 6.17 | -11.60 | -3.30 | 9.16 | -6.09 | -3.81 | -7.32 | -0.09 | 4.40 | -0.09 | 5.69 | 5.19 | -1.67 | -7.87 | -3.57 |
| Sharpe Ratio | NA | -1.10 | -0.26 | -0.15 | -0.26 | NA | NA | … | … | -4.49 | -0.53 | -0.88 | 2.54 | 0.50 | -2.57 | -0.72 | 1.81 | -1.08 | -0.87 | -2.92 | -0.71 | 1.33 | -0.19 | 0.63 | 0.62 | -0.76 | -2.17 | -1.75 |
| Standard Deviation(%) | NA | 13.04 | 16.77 | 14.87 | 11.71 | NA | NA | … | … | 14.42 | 12.52 | 19.40 | 14.03 | 12.34 | 4.52 | 4.73 | 5.00 | 6.45 | 7.92 | 3.65 | 3.16 | 2.60 | 4.18 | 7.32 | 4.70 | 7.54 | 5.12 | 5.42 |
| Draw Down(%) | NA | 16.08 | 33.45 | 33.45 | 33.45 | NA | NA | … | … | 9.78 | 11.44 | 21.06 | 7.82 | 9.06 | 12.98 | 4.39 | 2.80 | 8.77 | 8.91 | 8.12 | 4.60 | 1.29 | 6.63 | 14.91 | 4.71 | 8.04 | 8.59 | 7.75 |
| Yield(%) | 0.00 | 0.00 | 6.00 | 3.79 | 2.30 | 1.82 | 1.37 | … | … | 0.00 | 0.00 | 14.36 | 0.24 | 0.51 | 0.00 | 3.12 | 0.00 | 0.00 | 1.52 | 1.92 | 0.00 | 0.00 | 0.00 | 0.00 | 1.38 | 3.45 | 0.00 | 0.00 |
Data as of 02/08/2016, Common starting date is 06/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMNAX (VIRTUS DYNAMIC TREND FUND CLASS A) |
-5.34%
Oct 2005 – Oct 2008 |
-3.24%
Sep 2002 – Sep 2007 |
-1.77%
Sep 2002 – Sep 2012 |
0.76%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMNAX (VIRTUS DYNAMIC TREND FUND CLASS A) |
13.76%
Sep 2011 – Sep 2014 |
6.92%
Dec 2008 – Dec 2013 |
2.68%
Jun 2004 – Jun 2014 |
2.66%
Jun 1999 – Jun 2014 |
Annualized Rolling Returns Comparison Chart