Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VWMIX (VIRTUS WEALTH MASTERS FUND CLASS I) | NA | -2.22% | 2.66% | 3.93% | NA | NA | NA | 8.82% |
Data as of 08/19/2020, AR inception is 09/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VWMIX (VIRTUS WEALTH MASTERS FUND CLASS I) | 09/06/2012 | 08/19/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.22 | 2.66 | 3.93 | NA | NA | NA | 8.82 | -12.15 | 19.80 | -20.99 | 18.35 | 15.69 | -7.54 | 5.91 | 38.69 | 2.40 |
| Sharpe Ratio | NA | -0.07 | 0.06 | 0.13 | NA | NA | NA | 0.36 | -0.36 | 1.20 | -1.15 | 1.81 | 0.83 | -0.46 | 0.43 | 3.02 | 0.66 |
| Standard Deviation(%) | NA | 41.80 | 27.14 | 23.61 | NA | NA | NA | 20.34 | 51.66 | 15.39 | 19.47 | 9.84 | 18.53 | 16.34 | 13.62 | 12.80 | 11.94 |
| Draw Down(%) | NA | 43.62 | 43.62 | 43.62 | NA | NA | NA | 43.62 | 43.62 | 9.36 | 30.36 | 5.02 | 16.47 | 16.31 | 11.39 | 6.46 | 7.48 |
| Yield(%) | 0.00 | 5.78 | 4.99 | 3.88 | 3.28 | 2.19 | 1.64 | 4.69 | 0.00 | 7.38 | 6.44 | 0.95 | 1.21 | 2.07 | 2.42 | 0.18 | 1.43 |
Data as of 08/19/2020, AR inception is 09/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VWMIX (VIRTUS WEALTH MASTERS FUND CLASS I) |
-7.00%
Mar 2017 - Mar 2020 |
-2.57%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VWMIX (VIRTUS WEALTH MASTERS FUND CLASS I) |
13.99%
Sep 2015 - Sep 2018 |
13.21%
Dec 2012 - Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart