Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VARIX (VIRTUS SECTOR TREND FUND CLASS I) | NA | -7.47% | 2.05% | 4.04% | 7.13% | NA | NA | 7.86% |
Data as of 10/30/2020, AR inception is 10/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VARIX (VIRTUS SECTOR TREND FUND CLASS I) | 10/05/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.58 | -7.47 | 2.05 | 4.04 | 7.13 | NA | NA | 7.86 | -11.98 | 23.79 | -6.00 | 17.26 | 3.94 | -8.30 | 8.40 | 32.17 | 12.31 | 1.75 | 14.11 | 7.49 |
| Sharpe Ratio | NA | -0.28 | 0.05 | 0.21 | 0.46 | NA | NA | 0.50 | -0.48 | 2.22 | -0.48 | 2.36 | 0.38 | -0.71 | 0.78 | 2.84 | 1.11 | 0.10 | 0.77 | 2.21 |
| Standard Deviation(%) | NA | 27.79 | 19.19 | 15.97 | 14.48 | NA | NA | 14.90 | 30.31 | 10.08 | 15.15 | 7.07 | 9.79 | 11.77 | 10.75 | 11.30 | 11.13 | 17.89 | 18.19 | 15.74 |
| Draw Down(%) | NA | 27.57 | 27.57 | 27.57 | 27.57 | NA | NA | 27.57 | 27.57 | 6.30 | 14.69 | 3.36 | 7.78 | 11.60 | 7.09 | 5.96 | 7.19 | 17.18 | 16.61 | 6.56 |
| Yield(%) | 0.00 | 1.43 | 1.55 | 1.59 | 6.34 | 4.90 | 3.67 | 6.68 | 0.00 | 2.31 | 1.21 | 1.34 | 1.65 | 1.16 | 25.68 | 9.16 | 5.31 | 3.20 | 1.70 | 0.32 |
Data as of 10/30/2020, AR inception is 10/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VARIX (VIRTUS SECTOR TREND FUND CLASS I) |
0.79%
Jun 2014 - Jun 2017 |
1.16%
Apr 2015 - Apr 2020 |
6.21%
Apr 2010 - Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VARIX (VIRTUS SECTOR TREND FUND CLASS I) |
18.97%
Aug 2011 - Aug 2014 |
14.36%
Jun 2010 - Jun 2015 |
9.77%
Jan 2010 - Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart