Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMSRX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS R6) | NA | 1.01% | 1.63% | NA | NA | NA | NA | 1.59% |
Data as of 03/01/2021, AR inception is 11/08/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMSRX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS R6) | 11/08/2016 | 03/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 1.01 | 1.63 | NA | NA | NA | NA | 1.59 | -2.34 | 3.53 | 10.94 | -4.94 | -2.02 | 1.96 |
| Sharpe Ratio | NA | 0.22 | 0.12 | NA | NA | NA | NA | 0.12 | -2.38 | 0.47 | 2.51 | -1.02 | -0.76 | 3.60 |
| Standard Deviation(%) | NA | 7.21 | 5.70 | NA | NA | NA | NA | 5.32 | 5.98 | 7.03 | 3.79 | 6.18 | 3.50 | 3.83 |
| Draw Down(%) | NA | 8.41 | 9.41 | NA | NA | NA | NA | 9.53 | 2.92 | 9.41 | 1.28 | 9.72 | 2.62 | 0.70 |
| Yield(%) | 0.00 | 0.00 | 0.88 | 0.57 | 0.29 | 0.19 | 0.14 | 0.72 | 0.00 | 0.00 | 0.21 | 2.47 | 0.20 | 0.00 |
Data as of 03/01/2021, AR inception is 11/08/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMSRX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS R6) |
0.47%
May 2017 - May 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMSRX (VIRTUS MULTI-STRATEGY TARGET RETURN FUND CLASS R6) |
2.96%
Dec 2017 - Dec 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart