Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMNBX (VIRTUS MARKET NEUTRAL FUND CLASS B) | NA | -14.78% | 0.98% | 0.65% | -0.61% | 0.38% | NA | -0.27% |
Data as of 01/29/2016, AR inception is 06/18/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMNBX (VIRTUS MARKET NEUTRAL FUND CLASS B) | 06/18/1998 | 01/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -14.78 | 0.98 | 0.65 | -0.61 | 0.38 | NA | -0.27 | -7.98 | -7.29 | -18.83 | 34.96 | 5.88 | -12.36 | -4.24 | 8.33 | -6.87 | -3.92 | -7.27 | -0.79 | 3.65 | -0.81 | 4.93 | 5.29 | -1.77 | -7.95 | -3.15 |
| Sharpe Ratio | NA | -1.15 | -0.27 | -0.18 | -0.29 | NA | NA | -0.35 | -4.81 | -0.59 | -0.92 | 2.49 | 0.48 | -2.67 | -0.90 | 1.65 | -1.21 | -0.90 | -3.18 | -0.92 | 1.06 | -0.35 | 0.53 | 0.66 | -0.81 | -2.30 | -1.70 |
| Standard Deviation(%) | NA | 12.89 | 17.47 | 15.51 | 12.28 | NA | NA | 8.87 | 13.91 | 12.52 | 20.50 | 14.05 | 12.34 | 4.63 | 4.80 | 5.00 | 6.41 | 7.74 | 3.33 | 3.21 | 2.54 | 4.26 | 7.27 | 4.57 | 7.21 | 4.86 | 5.24 |
| Draw Down(%) | NA | 14.78 | 33.81 | 33.81 | 33.81 | NA | NA | 35.65 | 7.98 | 11.76 | 22.41 | 7.92 | 9.09 | 13.72 | 5.19 | 2.91 | 9.33 | 9.36 | 8.09 | 4.89 | 1.32 | 7.20 | 15.00 | 4.01 | 8.05 | 8.85 | 8.02 |
| Yield(%) | 0.00 | 0.00 | 6.38 | 3.84 | 2.15 | 1.64 | 1.21 | 1.42 | 0.00 | 0.00 | 15.44 | 0.00 | 0.00 | 0.00 | 3.22 | 0.00 | 0.00 | 0.87 | 1.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.50 | 2.85 | 0.00 | 0.00 |
Data as of 01/29/2016, AR inception is 06/18/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMNBX (VIRTUS MARKET NEUTRAL FUND CLASS B) |
-6.06%
Oct 2005 - Oct 2008 |
-3.94%
Sep 2002 - Sep 2007 |
-2.51%
Sep 2002 - Sep 2012 |
0.09%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMNBX (VIRTUS MARKET NEUTRAL FUND CLASS B) |
12.93%
Sep 2011 - Sep 2014 |
6.07%
Dec 2008 - Dec 2013 |
1.89%
Jun 2004 - Jun 2014 |
1.94%
Jun 1999 - Jun 2014 |
Annualized Rolling Returns Comparison Chart