Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HIDIX (Virtus Index I) | NA | -31.31% | -11.19% | -2.71% | -2.91% | NA | NA | 3.60% |
Data as of 08/21/2009, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HIDIX (Virtus Index I) | 06/21/1996 | 08/21/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -31.31 | -11.19 | -2.71 | -2.91 | NA | NA | 3.60 | -2.44 | -38.02 | 5.49 | 16.50 | 5.43 | 10.50 | 28.18 | -22.18 | -12.25 | -9.28 | 20.40 | 28.36 | 32.87 | 12.21 |
| Sharpe Ratio | NA | -0.70 | -0.43 | -0.20 | -0.21 | NA | NA | -0.09 | -0.13 | -0.95 | 0.16 | 1.32 | 0.32 | 0.86 | 1.61 | -0.90 | -0.69 | -0.60 | 0.95 | 1.23 | -1.21 | 1.75 |
| Standard Deviation(%) | NA | 45.25 | 29.76 | 24.27 | 22.67 | NA | NA | 21.31 | 30.67 | 41.08 | 15.96 | 10.08 | 10.36 | 11.08 | 17.02 | 25.97 | 21.55 | 22.22 | 18.05 | 20.38 | 18.43 | 11.95 |
| Draw Down(%) | NA | 47.83 | 55.91 | 55.91 | 55.91 | NA | NA | 55.91 | 27.07 | 47.92 | 9.92 | 7.49 | 7.01 | 7.61 | 13.81 | 32.94 | 29.21 | 16.64 | 11.91 | 18.99 | 10.77 | 7.23 |
| Yield(%) | 0.00 | 0.37 | 4.94 | 7.95 | 4.55 | 6.97 | 5.23 | 8.05 | 0.00 | 2.29 | 9.23 | 5.15 | 16.40 | 7.76 | 8.11 | 2.47 | 3.56 | 5.34 | 3.06 | 7.25 | 5.39 | 3.45 |
Data as of 08/21/2009, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIDIX (Virtus Index I) |
-16.34%
Mar 2000 - Mar 2003 |
-6.78%
Feb 2004 - Feb 2009 |
-3.67%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIDIX (Virtus Index I) |
29.25%
Jul 1996 - Jul 1999 |
15.50%
Sep 2002 - Sep 2007 |
8.77%
Aug 1996 - Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart