Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XZFGX (Virtus Total Return Fund Inc) | NA | 0.00% | -1.39% | -6.13% | -0.54% | -3.30% | -5.84% | -6.04% |
Data as of 11/19/2019, AR inception is 05/07/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XZFGX (Virtus Total Return Fund Inc) | 05/07/1999 | 11/19/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.54 | 0.00 | -1.39 | -6.13 | -0.54 | -3.30 | -5.84 | -6.04 | 5.01 | -20.20 | 7.88 | -9.47 | -14.46 | 10.19 | 29.43 | 3.04 | -11.32 | -1.04 | 9.71 | -38.05 | -5.68 | 2.92 | -3.32 | 5.80 | 4.21 | -31.41 | -22.87 | -15.34 | -1.30 |
| Sharpe Ratio | NA | -0.33 | -0.24 | -0.51 | -0.08 | NA | NA | -0.42 | 0.40 | -1.40 | 0.61 | -0.61 | -0.89 | 0.79 | 2.39 | 0.22 | -0.52 | -0.07 | 0.40 | -1.11 | -0.57 | -0.04 | -0.51 | 0.58 | 0.34 | -1.59 | -1.14 | -1.19 | -0.51 |
| Standard Deviation(%) | NA | 11.91 | 12.73 | 14.25 | 14.92 | NA | NA | 16.93 | 10.39 | 15.33 | 12.02 | 15.78 | 16.27 | 12.81 | 12.30 | 13.40 | 21.78 | 15.97 | 23.81 | 34.87 | 15.27 | 10.61 | 10.79 | 8.41 | 10.25 | 20.44 | 22.35 | 16.28 | 10.28 |
| Draw Down(%) | NA | 11.61 | 23.73 | 38.09 | 38.09 | NA | NA | 78.17 | 10.41 | 23.67 | 10.00 | 14.34 | 18.71 | 10.38 | 7.78 | 12.10 | 22.84 | 17.44 | 24.44 | 48.85 | 12.01 | 10.08 | 10.71 | 5.98 | 8.44 | 36.17 | 35.81 | 18.62 | 11.32 |
| Yield(%) | 0.00 | 2.01 | 5.54 | 2.79 | 2.88 | 1.23 | 0.46 | 0.44 | 2.18 | 7.79 | 6.55 | 0.00 | 1.50 | 6.15 | 6.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/19/2019, AR inception is 05/07/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XZFGX (Virtus Total Return Fund Inc) |
-23.98%
Mar 2000 - Mar 2003 |
-14.04%
Jun 1999 - Jun 2004 |
-12.10%
Aug 2000 - Aug 2010 |
-6.37%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XZFGX (Virtus Total Return Fund Inc) |
14.69%
Sep 2011 - Sep 2014 |
9.77%
Feb 2009 - Feb 2014 |
2.21%
Feb 2009 - Feb 2019 |
-1.83%
Dec 2002 - Dec 2017 |
Annualized Rolling Returns Comparison Chart