Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VAISX (VIRTUS MULTI-ASSET TREND FUND CLASS I) | NA | -2.42% | 1.33% | 2.73% | NA | NA | NA | 3.06% |
Data as of 10/30/2020, AR inception is 03/17/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VAISX (VIRTUS MULTI-ASSET TREND FUND CLASS I) | 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 (%) | -3.66 | -2.42 | 1.33 | 2.73 | NA | NA | NA | 3.06 | -5.03 | 13.56 | -5.75 | 12.75 | 1.72 | -6.29 | -1.08 | 12.12 | 8.97 | -0.68 |
| Sharpe Ratio | NA | -0.23 | 0.03 | 0.24 | NA | NA | NA | 0.29 | -0.47 | 1.95 | -0.88 | 2.46 | 0.21 | -0.90 | -0.15 | 1.53 | 1.06 | -0.07 |
| Standard Deviation(%) | NA | 12.29 | 9.22 | 8.23 | NA | NA | NA | 8.53 | 13.33 | 6.24 | 8.04 | 4.95 | 7.25 | 6.99 | 7.13 | 7.91 | 8.48 | 13.19 |
| Draw Down(%) | NA | 14.71 | 14.71 | 14.71 | NA | NA | NA | 14.88 | 14.71 | 3.79 | 10.62 | 1.81 | 5.06 | 7.96 | 7.15 | 6.20 | 5.47 | 13.20 |
| Yield(%) | 0.00 | 0.78 | 0.53 | 0.44 | 1.64 | 1.09 | 0.82 | 1.82 | 0.00 | 1.20 | 0.43 | 0.00 | 0.00 | 0.43 | 8.84 | 2.11 | 1.13 | 0.52 |
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 |
|---|---|---|---|---|
| VAISX (VIRTUS MULTI-ASSET TREND FUND CLASS I) |
-1.94%
Dec 2013 - Dec 2016 |
0.04%
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 |
|---|---|---|---|---|
| VAISX (VIRTUS MULTI-ASSET TREND FUND CLASS I) |
9.03%
Aug 2011 - Aug 2014 |
3.95%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart