Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HSCZX (Virtus Disciplined Small-Cap Opp A) | NA | 11.35% | -9.29% | -5.55% | NA | NA | NA | 1.71% |
Data as of 08/03/2010, AR inception is 12/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSCZX (Virtus Disciplined Small-Cap Opp A) | 12/11/2000 | 08/03/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.35 | -9.29 | -5.55 | NA | NA | NA | 1.71 | 0.81 | 22.88 | -36.72 | -10.30 | 8.54 | 4.30 | 24.08 | 51.62 | -14.80 | -9.84 | 1.22 |
| Sharpe Ratio | NA | 0.48 | -0.27 | -0.24 | NA | NA | NA | 0.00 | 0.05 | 0.63 | -0.83 | -0.66 | 0.32 | 0.13 | 1.37 | 2.89 | -0.66 | -0.49 | 0.16 |
| Standard Deviation(%) | NA | 23.41 | 36.90 | 30.71 | NA | NA | NA | 27.84 | 24.20 | 36.21 | 45.42 | 20.32 | 16.66 | 16.06 | 16.93 | 17.65 | 23.91 | 25.17 | 140.91 |
| Draw Down(%) | NA | 16.86 | 62.53 | 64.73 | NA | NA | NA | 64.73 | 16.86 | 34.55 | 52.21 | 20.22 | 15.70 | 11.72 | 11.40 | 10.92 | 30.65 | 28.31 | 28.29 |
| Yield(%) | 0.00 | 0.38 | 6.94 | 9.74 | 8.42 | 5.61 | 4.21 | 9.36 | 0.33 | 0.00 | 0.00 | 24.12 | 17.59 | 18.20 | 15.07 | 1.56 | 0.00 | 1.47 | 17.41 |
Data as of 08/03/2010, 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 |
|---|---|---|---|---|
| HSCZX (Virtus Disciplined Small-Cap Opp A) |
-23.37%
Feb 2006 - Feb 2009 |
-10.26%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSCZX (Virtus Disciplined Small-Cap Opp A) |
30.22%
Mar 2003 - Mar 2006 |
16.59%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart