Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PHBLX (VIRTUS STRATEGIC ALLOCATION FUND CLASS A) | NA | -6.06% | 8.49% | 4.11% | 8.02% | 4.77% | 4.40% | … | … |
Data as of 01/28/2019, Common starting date is 01/24/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PHBLX (VIRTUS STRATEGIC ALLOCATION FUND CLASS A) | 01/24/1980 | 01/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.40 | -6.06 | 8.49 | 4.11 | 8.02 | 4.77 | 4.40 | … | … | 6.49 | -5.98 | 19.72 | 0.45 | -3.99 | 4.67 | 15.44 | 12.09 | 1.48 | 11.82 | 20.85 | -26.51 | 5.87 | 12.73 | 1.48 | 7.17 | 18.60 | -11.56 | 1.92 | -0.38 | 10.82 | 18.45 | 18.33 | 8.58 | 16.95 | -4.55 | 3.91 | 4.42 | 17.86 | 2.69 | 24.64 | 2.89 | 0.30 | 3.26 | 27.20 | 13.98 | 2.04 | 39.51 | -4.18 | 19.31 |
| Sharpe Ratio | NA | -0.63 | 0.83 | 0.39 | 0.72 | NA | NA | … | … | 10.81 | -0.60 | 3.43 | 0.03 | -0.42 | 0.59 | 1.92 | 1.50 | 0.10 | 1.02 | 1.26 | -1.17 | 0.32 | 1.55 | -0.11 | 0.88 | 1.89 | -0.90 | -0.03 | -0.35 | 0.59 | 1.04 | 1.25 | 0.57 | 1.63 | -1.45 | 0.37 | 0.35 | 1.23 | -0.28 | 2.13 | -0.17 | -0.24 | -0.07 | 3.70 | 1.08 | -0.23 | 2.96 | -0.98 | 1.08 |
| Standard Deviation(%) | NA | 12.64 | 9.34 | 9.22 | 10.75 | NA | NA | … | … | 12.91 | 12.28 | 5.59 | 9.00 | 9.60 | 7.88 | 8.04 | 8.09 | 15.14 | 11.54 | 16.42 | 23.43 | 9.07 | 6.12 | 6.07 | 7.06 | 9.46 | 14.14 | 12.06 | 12.76 | 12.78 | 14.55 | 11.79 | 8.87 | 8.04 | 5.17 | 4.96 | 5.84 | 11.40 | 9.11 | 8.90 | 10.51 | 15.56 | 13.34 | 5.95 | 6.70 | 17.53 | 10.76 | 14.42 | 11.74 |
| Draw Down(%) | NA | 15.51 | 15.51 | 15.79 | 15.79 | NA | NA | … | … | 1.31 | 15.51 | 1.77 | 8.27 | 10.87 | 7.23 | 6.98 | 6.27 | 14.20 | 10.67 | 16.86 | 35.50 | 5.66 | 4.41 | 3.98 | 6.71 | 7.50 | 19.60 | 12.56 | 8.50 | 7.55 | 16.76 | 7.84 | 6.85 | 6.72 | 6.54 | 3.39 | 3.80 | 7.04 | 8.00 | 4.74 | 6.89 | 18.57 | 12.11 | 3.71 | 6.16 | 14.94 | 4.63 | 12.62 | 5.50 |
| Yield(%) | 0.00 | 5.13 | 6.16 | 5.41 | 6.47 | 5.07 | 4.69 | … | … | 0.00 | 5.42 | 2.42 | 9.46 | 4.63 | 6.60 | 11.75 | 1.43 | 1.59 | 1.81 | 0.52 | 2.25 | 9.10 | 12.03 | 4.28 | 6.34 | 2.21 | 2.32 | 2.69 | 14.61 | 8.66 | 6.97 | 19.86 | 13.96 | 3.53 | 2.98 | 3.02 | 3.25 | 4.20 | 4.72 | 6.11 | 4.84 | 4.58 | 5.31 | 7.64 | 8.34 | 7.16 | 9.65 | 8.65 | 8.04 |
Data as of 01/28/2019, Common starting date is 01/24/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHBLX (VIRTUS STRATEGIC ALLOCATION FUND CLASS A) |
-8.59%
Feb 2006 – Feb 2009 |
-3.74%
Feb 2004 – Feb 2009 |
0.12%
Feb 1999 – Feb 2009 |
3.57%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHBLX (VIRTUS STRATEGIC ALLOCATION FUND CLASS A) |
21.12%
Mar 1980 – Mar 1983 |
21.00%
Aug 1981 – Aug 1986 |
13.50%
Sep 1981 – Sep 1991 |
10.92%
Jul 1982 – Jul 1997 |
Annualized Rolling Returns Comparison Chart