Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VGPIX (VIRTUS GLOBAL EQUITY TREND FUND CLASS I) | NA | 10.53% | 3.04% | 3.00% | NA | NA | NA | 4.53% |
Data as of 04/30/2018, AR inception is 03/17/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGPIX (VIRTUS GLOBAL EQUITY TREND FUND CLASS I) | 03/17/2011 | 04/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.53 | 3.04 | 3.00 | NA | NA | NA | 4.53 | -0.59 | 20.96 | -0.71 | -7.86 | -3.83 | 19.43 | 11.47 | -3.19 |
| Sharpe Ratio | NA | 0.85 | 0.23 | 0.25 | NA | NA | NA | 0.35 | -0.17 | 2.72 | -0.08 | -0.68 | -0.37 | 1.74 | 0.90 | -0.22 |
| Standard Deviation(%) | NA | 11.71 | 11.33 | 11.08 | NA | NA | NA | 12.35 | 17.51 | 7.51 | 10.82 | 11.60 | 10.51 | 11.13 | 12.78 | 18.59 |
| Draw Down(%) | NA | 10.34 | 15.16 | 21.92 | NA | NA | NA | 21.92 | 10.34 | 2.60 | 6.80 | 12.05 | 10.92 | 7.23 | 9.06 | 18.51 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.66 | 1.71 | 1.14 | 0.85 | 2.44 | 0.00 | 0.00 | 0.00 | 0.00 | 9.78 | 3.22 | 1.34 | 0.41 |
Data as of 04/30/2018, 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 |
|---|---|---|---|---|
| VGPIX (VIRTUS GLOBAL EQUITY TREND FUND CLASS I) |
-4.18%
Dec 2013 - Dec 2016 |
0.09%
Apr 2011 - Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGPIX (VIRTUS GLOBAL EQUITY TREND FUND CLASS I) |
12.19%
Aug 2011 - Aug 2014 |
5.30%
Jan 2013 - Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart