Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VMSAX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS A) | NA | 0.81% | 1.35% | 0.88% | NA | NA | NA | … | … |
Data as of 03/01/2021, Common starting date is 07/21/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMSAX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS A) | 07/21/2015 | 03/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.81 | 1.35 | 0.88 | NA | NA | NA | … | … | -2.36 | 3.35 | 10.87 | -5.11 | -2.30 | 0.53 | -0.71 |
| Sharpe Ratio | NA | 0.19 | 0.07 | 0.03 | NA | NA | NA | … | … | -2.38 | 0.44 | 2.45 | -1.05 | -0.83 | 0.10 | -0.46 |
| Standard Deviation(%) | NA | 7.28 | 5.74 | 5.10 | NA | NA | NA | … | … | 6.02 | 7.11 | 3.85 | 6.12 | 3.53 | 3.12 | 3.54 |
| Draw Down(%) | NA | 8.54 | 9.54 | 9.67 | NA | NA | NA | … | … | 3.04 | 9.54 | 1.29 | 9.67 | 2.83 | 4.03 | 1.90 |
| Yield(%) | 0.00 | 0.00 | 0.70 | 0.51 | 0.31 | 0.21 | 0.16 | … | … | 0.00 | 0.00 | 0.00 | 2.13 | 0.13 | 0.32 | 0.59 |
Data as of 03/01/2021, Common starting date is 07/21/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMSAX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS A) |
-2.32%
Dec 2015 – Dec 2018 |
-0.27%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMSAX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS A) |
2.65%
Dec 2017 – Dec 2020 |
1.22%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart