Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VIMNX (VIRTUS DYNAMIC TREND FUND CLASS I) | NA | -13.85% | 1.01% | 1.37% | NA | NA | NA | 1.08% |
Data as of 02/08/2016, AR inception is 10/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIMNX (VIRTUS DYNAMIC TREND FUND CLASS I) | 10/05/2009 | 02/08/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.24 | -13.85 | 1.01 | 1.37 | NA | NA | NA | 1.08 | -9.91 | -6.37 | -16.74 | 35.94 | 6.59 | -11.38 | -3.11 | 0.86 |
| Sharpe Ratio | NA | -1.09 | -0.25 | -0.13 | NA | NA | NA | -0.16 | -4.50 | -0.51 | -0.87 | 2.56 | 0.53 | -2.49 | -0.69 | 0.88 |
| Standard Deviation(%) | NA | 13.09 | 16.68 | 14.79 | NA | NA | NA | 12.51 | 14.51 | 12.57 | 19.22 | 14.04 | 12.33 | 4.58 | 4.63 | 4.05 |
| Draw Down(%) | NA | 16.11 | 33.17 | 33.17 | NA | NA | NA | 33.17 | 9.91 | 11.36 | 20.76 | 7.83 | 9.09 | 12.77 | 4.20 | 2.25 |
| Yield(%) | 0.00 | 0.00 | 5.98 | 3.81 | 2.12 | 1.42 | 1.06 | 3.54 | 0.00 | 0.00 | 14.22 | 0.33 | 0.60 | 0.00 | 2.72 | 0.00 |
Data as of 02/08/2016, 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 |
|---|---|---|---|---|
| VIMNX (VIRTUS DYNAMIC TREND FUND CLASS I) |
-1.83%
Dec 2009 - Dec 2012 |
1.87%
Jan 2011 - Jan 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIMNX (VIRTUS DYNAMIC TREND FUND CLASS I) |
14.16%
Sep 2011 - Sep 2014 |
5.33%
Nov 2009 - Nov 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart