Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HIBZX (Virtus Balanced Allocation A) | NA | -5.71% | 8.10% | -0.61% | 5.45% | NA | NA | 3.89% |
Data as of 07/20/2012, AR inception is 12/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HIBZX (Virtus Balanced Allocation A) | 12/11/2000 | 07/20/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.44 | -5.71 | 8.10 | -0.61 | 5.45 | NA | NA | 3.89 | -2.14 | 2.23 | 13.96 | 16.32 | -25.86 | 6.24 | 9.03 | 7.17 | 13.02 | 19.09 | -9.25 | 1.00 | 1.02 |
| Sharpe Ratio | NA | -0.33 | 0.60 | -0.07 | 0.32 | NA | NA | 0.19 | -0.29 | 0.14 | 1.18 | 1.17 | -1.19 | 0.31 | 0.73 | 0.68 | 1.53 | 2.06 | -0.82 | -0.14 | 1.71 |
| Standard Deviation(%) | NA | 17.21 | 13.35 | 16.04 | 13.02 | NA | NA | 12.49 | 13.25 | 15.53 | 11.75 | 13.83 | 22.46 | 10.52 | 7.87 | 7.32 | 7.88 | 8.91 | 12.62 | 9.69 | 10.41 |
| Draw Down(%) | NA | 12.93 | 13.35 | 36.71 | 36.71 | NA | NA | 36.71 | 10.27 | 13.35 | 9.26 | 13.80 | 34.61 | 7.59 | 6.70 | 3.89 | 5.95 | 5.92 | 17.38 | 12.05 | 1.72 |
| Yield(%) | 0.00 | 1.31 | 1.51 | 2.53 | 4.69 | 3.04 | 2.28 | 4.14 | 0.68 | 1.02 | 1.73 | 0.48 | 1.35 | 10.84 | 6.89 | 9.05 | 1.92 | 1.89 | 2.15 | 2.87 | 2.38 |
Data as of 07/20/2012, AR inception is 12/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIBZX (Virtus Balanced Allocation A) |
-8.58%
Feb 2006 - Feb 2009 |
-1.60%
Feb 2004 - Feb 2009 |
4.11%
Jan 2001 - Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIBZX (Virtus Balanced Allocation A) |
16.49%
Feb 2009 - Feb 2012 |
11.30%
Sep 2002 - Sep 2007 |
5.21%
Jun 2002 - Jun 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart