Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMNCX (VIRTUS DYNAMIC TREND FUND CLASS C) | NA | -14.49% | 0.06% | 0.38% | -0.77% | 0.15% | NA | … | … |
Data as of 02/08/2016, Common starting date is 06/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMNCX (VIRTUS DYNAMIC TREND FUND CLASS C) | 06/12/1998 | 02/08/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.96 | -14.49 | 0.06 | 0.38 | -0.77 | 0.15 | NA | … | … | -9.79 | -7.34 | -18.93 | 35.04 | 5.66 | -12.31 | -4.26 | 8.37 | -6.80 | -3.85 | -7.31 | -0.80 | 3.67 | -0.82 | 4.96 | 5.12 | -1.77 | -8.14 | -3.58 |
| Sharpe Ratio | NA | -1.14 | -0.32 | -0.20 | -0.30 | NA | NA | … | … | -4.57 | -0.59 | -0.92 | 2.49 | 0.46 | -2.70 | -0.91 | 1.65 | -1.20 | -0.89 | -3.15 | -0.91 | 1.04 | -0.36 | 0.53 | 0.61 | -0.80 | -2.31 | -1.79 |
| Standard Deviation(%) | NA | 13.08 | 17.56 | 15.61 | 12.36 | NA | NA | … | … | 14.18 | 12.59 | 20.56 | 14.05 | 12.36 | 4.56 | 4.77 | 5.01 | 6.40 | 7.73 | 3.38 | 3.24 | 2.62 | 4.22 | 7.33 | 4.67 | 7.22 | 4.92 | 5.32 |
| Draw Down(%) | NA | 16.50 | 35.18 | 35.18 | 35.18 | NA | NA | … | … | 9.79 | 11.83 | 22.45 | 7.88 | 9.11 | 13.57 | 5.21 | 3.03 | 9.37 | 9.32 | 8.13 | 4.92 | 1.33 | 7.23 | 15.01 | 4.21 | 7.98 | 8.87 | 8.02 |
| Yield(%) | 0.00 | 0.00 | 6.38 | 3.93 | 2.16 | 1.62 | 1.20 | … | … | 0.00 | 0.00 | 15.51 | 0.03 | 0.27 | 0.00 | 2.86 | 0.00 | 0.00 | 0.80 | 1.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.64 | 2.96 | 0.00 | 0.00 |
Data as of 02/08/2016, Common starting date is 06/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMNCX (VIRTUS DYNAMIC TREND FUND CLASS C) |
-6.06%
Oct 2005 – Oct 2008 |
-3.92%
Sep 2002 – Sep 2007 |
-2.53%
Sep 2002 – Sep 2012 |
0.07%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMNCX (VIRTUS DYNAMIC TREND FUND CLASS C) |
12.95%
Sep 2011 – Sep 2014 |
6.04%
Dec 2008 – Dec 2013 |
1.87%
Jun 2004 – Jun 2014 |
1.92%
Jun 1999 – Jun 2014 |
Annualized Rolling Returns Comparison Chart