Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ZF (Virtus Total Return Fund Inc) | NA | 18.86% | 6.28% | 1.00% | 22.58% | 14.56% | 9.78% | 18.26% |
Data as of 11/18/2019, AR inception is 01/06/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZF (Virtus Total Return Fund Inc) | 01/06/1988 | 11/18/2019 |
| 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.75 | 18.86 | 6.28 | 1.00 | 22.58 | 14.56 | 9.78 | 18.26 | 29.56 | -32.87 | 24.30 | 3.29 | -7.36 | 11.44 | 30.86 | 354.03 | -3.19 | 13.07 | 29.37 | -35.39 | -5.54 | 25.23 | 3.59 | 18.15 | 6.61 | -31.27 | -10.95 | 13.15 | 16.36 | 1.75 | 28.67 | 15.01 | 37.51 | -3.63 | 44.03 | 23.01 | 53.33 | 25.57 | 70.10 | 100.48 |
| Sharpe Ratio | NA | -0.30 | -1.06 | -1.52 | 0.04 | NA | NA | 0.09 | 1.00 | -3.32 | 0.53 | -1.85 | -1.80 | -0.63 | 1.16 | 2.43 | -0.89 | -0.31 | 0.36 | -1.41 | -1.40 | 0.36 | -2.18 | -0.13 | -0.79 | -1.78 | -1.40 | -0.65 | 0.84 | -0.07 | 1.72 | 0.73 | 1.88 | -0.35 | 2.39 | 0.20 | 0.44 | 0.92 | 2.97 | 2.99 |
| Standard Deviation(%) | NA | 15.48 | 13.91 | 14.52 | 46.59 | NA | NA | 41.03 | 14.33 | 16.38 | 9.62 | 16.65 | 14.34 | 11.25 | 10.58 | 140.06 | 24.35 | 17.68 | 30.08 | 38.98 | 19.71 | 8.05 | 7.98 | 10.78 | 16.11 | 28.70 | 23.40 | 15.46 | 15.69 | 23.54 | 14.60 | 15.70 | 17.88 | 18.95 | 17.44 | 101.61 | 111.49 | 22.08 | 21.64 | 32.42 |
| Draw Down(%) | NA | 13.86 | 37.96 | 37.96 | 37.96 | NA | NA | 60.43 | 8.54 | 37.14 | 6.10 | 15.75 | 17.72 | 12.68 | 7.88 | 10.86 | 21.45 | 14.86 | 32.89 | 49.68 | 21.63 | 6.95 | 5.71 | 9.80 | 16.42 | 41.57 | 32.70 | 12.55 | 9.20 | 28.96 | 8.45 | 4.51 | 6.70 | 12.85 | 3.66 | 54.29 | 56.31 | 10.93 | 7.14 | 13.27 |
| Yield(%) | 0.00 | 0.00 | 6.19 | 5.76 | 23.41 | 12.13 | 6.64 | 26.89 | 0.00 | 0.00 | 14.24 | 11.12 | 7.91 | 7.03 | 7.08 | 18.66 | 10.67 | 10.77 | 11.55 | 10.32 | 10.24 | 10.98 | 8.72 | 4.48 | 7.21 | 8.76 | 8.95 | 12.16 | 12.82 | 11.53 | 4.00 | 10.45 | 15.76 | 14.20 | 22.10 | 17.56 | 16.87 | 23.14 | 29.55 | 33.23 |
Data as of 11/18/2019, AR inception is 01/06/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZF (Virtus Total Return Fund Inc) |
-15.84%
Jan 2001 - Jan 2004 |
-7.19%
Jul 1999 - Jul 2004 |
-3.79%
Feb 1999 - Feb 2009 |
1.71%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZF (Virtus Total Return Fund Inc) |
89.28%
Sep 2011 - Sep 2014 |
59.24%
Feb 2009 - Feb 2014 |
37.41%
Mar 1988 - Mar 1998 |
21.05%
Mar 1988 - Mar 2003 |
Annualized Rolling Returns Comparison Chart