Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HSVZX (Virtus Disciplined Small Cap Value A) | NA | 12.39% | -6.71% | -3.41% | NA | NA | NA | 5.54% |
Data as of 08/03/2010, AR inception is 12/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSVZX (Virtus Disciplined Small Cap Value 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 | 12.39 | -6.71 | -3.41 | NA | NA | NA | 5.54 | 4.19 | 13.40 | -29.56 | -8.95 | 10.69 | 8.65 | 28.78 | 42.69 | -12.26 | 5.35 | 4.92 |
| Sharpe Ratio | NA | 0.51 | -0.20 | -0.17 | NA | NA | NA | 0.15 | 0.29 | 0.38 | -0.69 | -0.56 | 0.47 | 0.43 | 1.76 | 2.66 | -0.61 | 0.18 | 6.46 |
| Standard Deviation(%) | NA | 24.22 | 36.20 | 30.12 | NA | NA | NA | 24.64 | 25.03 | 35.22 | 44.18 | 21.59 | 15.85 | 15.03 | 15.83 | 15.78 | 21.84 | 17.46 | 23.19 |
| Draw Down(%) | NA | 17.40 | 55.84 | 59.98 | NA | NA | NA | 59.98 | 17.40 | 32.66 | 46.03 | 20.29 | 13.35 | 10.09 | 11.20 | 11.66 | 32.18 | 22.10 | 3.66 |
| Yield(%) | 0.00 | 0.15 | 5.34 | 9.13 | 10.12 | 6.75 | 5.06 | 11.24 | 0.13 | 0.00 | 0.00 | 22.13 | 16.74 | 15.60 | 15.71 | 0.88 | 1.84 | 6.78 | 3.38 |
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 |
|---|---|---|---|---|
| HSVZX (Virtus Disciplined Small Cap Value A) |
-19.99%
Feb 2006 - Feb 2009 |
-6.25%
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 |
|---|---|---|---|---|
| HSVZX (Virtus Disciplined Small Cap Value A) |
31.03%
Mar 2003 - Mar 2006 |
17.44%
Oct 2002 - Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart