Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PWBCX (VIRTUS SECTOR TREND FUND CLASS C) | NA | -7.37% | 1.20% | 3.10% | 6.13% | 4.51% | NA | … | … |
Data as of 10/30/2020, Common starting date is 08/06/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PWBCX (VIRTUS SECTOR TREND FUND CLASS C) | 08/06/2003 | 10/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.56 | -7.37 | 1.20 | 3.10 | 6.13 | 4.51 | NA | … | … | -11.73 | 21.78 | -6.91 | 16.05 | 2.95 | -9.25 | 7.34 | 30.90 | 11.18 | 0.92 | 13.37 | 22.42 | -34.22 | 6.66 | 12.48 | 2.86 | 9.54 | 9.81 |
| Sharpe Ratio | NA | -0.28 | 0.01 | 0.15 | 0.39 | NA | NA | … | … | -0.46 | 2.03 | -0.54 | 2.21 | 0.28 | -0.79 | 0.68 | 2.74 | 1.00 | 0.05 | 0.73 | 1.13 | -1.21 | 0.29 | 1.06 | 0.09 | 1.02 | 3.49 |
| Standard Deviation(%) | NA | 27.89 | 19.24 | 16.00 | 14.50 | NA | NA | … | … | 30.42 | 10.02 | 15.20 | 7.00 | 9.79 | 11.73 | 10.82 | 11.27 | 11.21 | 17.90 | 18.11 | 19.69 | 28.87 | 12.39 | 8.66 | 7.83 | 8.46 | 7.27 |
| Draw Down(%) | NA | 27.63 | 27.63 | 27.63 | 27.63 | NA | NA | … | … | 27.63 | 6.38 | 15.16 | 3.50 | 8.02 | 12.05 | 7.17 | 6.02 | 7.34 | 17.34 | 16.39 | 19.71 | 42.60 | 8.58 | 8.50 | 5.40 | 6.22 | 2.52 |
| Yield(%) | 0.00 | 0.24 | 0.12 | 0.18 | 5.18 | 4.38 | 3.94 | … | … | 0.00 | 0.27 | 0.08 | 0.03 | 0.51 | 0.00 | 25.23 | 8.17 | 4.27 | 2.29 | 1.17 | 0.20 | 0.09 | 8.68 | 3.84 | 6.35 | 0.32 | 0.43 |
Data as of 10/30/2020, Common starting date is 08/06/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWBCX (VIRTUS SECTOR TREND FUND CLASS C) |
-12.36%
Feb 2006 – Feb 2009 |
-5.26%
Feb 2004 – Feb 2009 |
3.39%
May 2007 – May 2017 |
3.92%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWBCX (VIRTUS SECTOR TREND FUND CLASS C) |
18.43%
Feb 2009 – Feb 2012 |
18.41%
Feb 2009 – Feb 2014 |
10.07%
Feb 2009 – Feb 2019 |
6.10%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison Chart