Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HHYIX (Virtus High Yield Income I) | NA | 8.00% | 8.17% | 5.92% | 4.89% | NA | NA | 5.71% |
Data as of 08/05/2013, AR inception is 09/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HHYIX (Virtus High Yield Income I) | 09/30/2002 | 08/05/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.00 | 8.17 | 5.92 | 4.89 | NA | NA | 5.71 | 3.17 | 12.67 | 3.34 | 12.37 | 22.46 | -23.79 | 2.58 | 7.40 | 1.97 | 9.12 | 9.28 | 3.25 |
| Sharpe Ratio | NA | 2.57 | 2.14 | 1.01 | 0.80 | NA | NA | 0.90 | 1.58 | 4.14 | 0.68 | 3.31 | 4.04 | -2.62 | -0.10 | 1.54 | -0.07 | 2.85 | 2.93 | 3.54 |
| Standard Deviation(%) | NA | 3.13 | 3.80 | 5.77 | 4.76 | NA | NA | 4.64 | 3.41 | 3.07 | 4.86 | 3.72 | 5.54 | 9.39 | 4.40 | 2.68 | 2.91 | 2.87 | 2.93 | 3.53 |
| Draw Down(%) | NA | 4.82 | 8.53 | 26.37 | 31.39 | NA | NA | 31.39 | 4.82 | 2.53 | 8.53 | 4.13 | 7.89 | 30.20 | 6.46 | 3.14 | 5.13 | 3.95 | 4.64 | 1.75 |
| Yield(%) | 0.00 | 5.92 | 6.47 | 5.20 | 5.55 | 4.00 | 3.00 | 5.99 | 3.14 | 6.99 | 6.08 | 6.59 | 1.71 | 6.17 | 7.19 | 6.96 | 6.64 | 6.90 | 0.00 | 0.00 |
Data as of 08/05/2013, AR inception is 09/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HHYIX (Virtus High Yield Income I) |
-6.95%
Nov 2005 - Nov 2008 |
-2.20%
Nov 2003 - Nov 2008 |
4.44%
Jun 2003 - Jun 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HHYIX (Virtus High Yield Income I) |
13.89%
Feb 2009 - Feb 2012 |
6.94%
Oct 2002 - Oct 2007 |
5.14%
Feb 2003 - Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart