Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VAAAX (VIRTUS MULTI-ASSET TREND FUND CLASS A) | NA | -2.62% | 1.09% | 2.48% | NA | NA | NA | 2.79% |
Data as of 10/30/2020, AR inception is 03/17/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VAAAX (VIRTUS MULTI-ASSET TREND FUND CLASS A) | 03/17/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.60 | -2.62 | 1.09 | 2.48 | NA | NA | NA | 2.79 | -5.14 | 13.23 | -5.96 | 12.50 | 1.42 | -6.54 | -1.31 | 11.90 | 8.76 | -0.95 |
| Sharpe Ratio | NA | -0.25 | 0.01 | 0.21 | NA | NA | NA | 0.26 | -0.48 | 1.88 | -0.90 | 2.43 | 0.17 | -0.94 | -0.19 | 1.49 | 1.03 | -0.09 |
| Standard Deviation(%) | NA | 12.28 | 9.24 | 8.24 | NA | NA | NA | 8.55 | 13.30 | 6.29 | 8.09 | 4.90 | 7.29 | 7.01 | 7.13 | 7.99 | 8.49 | 13.16 |
| Draw Down(%) | NA | 14.79 | 14.79 | 14.79 | NA | NA | NA | 15.16 | 14.79 | 3.73 | 10.86 | 1.91 | 5.07 | 7.99 | 7.16 | 6.22 | 5.48 | 13.21 |
| Yield(%) | 0.00 | 0.68 | 0.35 | 0.25 | 1.46 | 0.97 | 0.73 | 1.62 | 0.00 | 0.91 | 0.17 | 0.00 | 0.00 | 0.09 | 8.62 | 1.88 | 0.92 | 0.45 |
Data as of 10/30/2020, AR inception is 03/17/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAAAX (VIRTUS MULTI-ASSET TREND FUND CLASS A) |
-2.20%
Dec 2013 - Dec 2016 |
-0.21%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAAAX (VIRTUS MULTI-ASSET TREND FUND CLASS A) |
8.76%
Aug 2011 - Aug 2014 |
3.71%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart