Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PWBAX (VIRTUS SECTOR TREND FUND CLASS A) | NA | -7.51% | 1.68% | 3.71% | 6.83% | 5.17% | NA | 5.76% |
Data as of 10/30/2020, AR inception is 08/06/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PWBAX (VIRTUS SECTOR TREND FUND CLASS A) | 08/06/2003 | 10/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.35 | -7.51 | 1.68 | 3.71 | 6.83 | 5.17 | NA | 5.76 | -11.94 | 22.73 | -6.16 | 16.91 | 3.75 | -8.63 | 8.16 | 31.84 | 12.01 | 1.58 | 14.39 | 22.87 | -34.04 | 7.42 | 13.37 | 3.65 | 10.25 | 10.18 |
| Sharpe Ratio | NA | -0.28 | 0.03 | 0.18 | 0.44 | NA | NA | 0.32 | -0.47 | 2.14 | -0.49 | 2.31 | 0.36 | -0.74 | 0.75 | 2.83 | 1.08 | 0.09 | 0.79 | 1.15 | -1.20 | 0.36 | 1.16 | 0.19 | 1.11 | 3.65 |
| Standard Deviation(%) | NA | 27.87 | 19.23 | 16.00 | 14.49 | NA | NA | 15.28 | 30.41 | 9.97 | 15.25 | 7.07 | 9.76 | 11.76 | 10.85 | 11.24 | 11.17 | 17.85 | 18.19 | 19.75 | 28.94 | 12.38 | 8.68 | 7.81 | 8.39 | 7.23 |
| Draw Down(%) | NA | 27.61 | 27.61 | 27.61 | 27.61 | NA | NA | 47.93 | 27.61 | 6.28 | 14.75 | 3.36 | 7.85 | 11.69 | 7.15 | 5.96 | 7.19 | 17.25 | 16.21 | 19.52 | 42.25 | 8.54 | 8.36 | 5.14 | 6.11 | 2.51 |
| Yield(%) | 0.00 | 1.21 | 1.09 | 1.13 | 5.98 | 5.03 | 4.61 | 5.43 | 0.00 | 1.42 | 0.96 | 1.04 | 1.36 | 0.65 | 25.50 | 8.89 | 5.03 | 2.94 | 1.88 | 0.36 | 0.45 | 9.42 | 4.61 | 6.87 | 1.02 | 0.59 |
Data as of 10/30/2020, AR inception is 08/06/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWBAX (VIRTUS SECTOR TREND FUND CLASS A) |
-11.80%
Feb 2006 - Feb 2009 |
-4.63%
Feb 2004 - Feb 2009 |
4.08%
May 2007 - May 2017 |
4.65%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWBAX (VIRTUS SECTOR TREND FUND CLASS A) |
19.13%
Feb 2009 - Feb 2012 |
19.18%
Feb 2009 - Feb 2014 |
10.86%
Feb 2009 - Feb 2019 |
6.83%
Sep 2003 - Sep 2018 |
Annualized Rolling Returns Comparison Chart