Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HIBLX (Virtus Balanced Allocation I) | NA | -5.45% | 8.34% | -0.40% | 5.70% | 5.12% | NA | … | … |
Data as of 07/20/2012, Common starting date is 03/26/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HIBLX (Virtus Balanced Allocation I) | 03/26/1997 | 07/20/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.35 | -5.45 | 8.34 | -0.40 | 5.70 | 5.12 | NA | … | … | -1.94 | 2.35 | 14.42 | 16.23 | -25.65 | 6.56 | 9.26 | 7.48 | 13.32 | 19.32 | -9.01 | 1.57 | 12.34 | 2.71 | 9.83 | 19.14 |
| Sharpe Ratio | NA | -0.32 | 0.62 | -0.05 | 0.34 | NA | NA | … | … | -0.27 | 0.15 | 1.22 | 1.16 | -1.18 | 0.34 | 0.76 | 0.72 | 1.57 | 2.09 | -0.81 | -0.08 | 0.78 | -0.05 | 0.45 | 2.24 |
| Standard Deviation(%) | NA | 17.24 | 13.38 | 16.07 | 13.03 | NA | NA | … | … | 13.32 | 15.56 | 11.78 | 13.85 | 22.49 | 10.49 | 7.88 | 7.34 | 7.88 | 8.94 | 12.56 | 9.64 | 10.61 | 9.57 | 14.61 | 9.83 |
| Draw Down(%) | NA | 12.89 | 13.31 | 36.45 | 36.45 | NA | NA | … | … | 10.18 | 13.31 | 9.20 | 13.67 | 34.47 | 7.57 | 6.74 | 3.83 | 5.90 | 5.83 | 17.27 | 11.99 | 4.85 | 10.04 | 12.17 | 5.29 |
| Yield(%) | 0.00 | 1.55 | 1.77 | 2.69 | 4.95 | 5.27 | 4.38 | … | … | 0.81 | 1.21 | 2.02 | 0.54 | 1.51 | 11.07 | 7.11 | 9.27 | 2.13 | 2.12 | 2.39 | 3.43 | 5.02 | 16.03 | 11.61 | 2.91 |
Data as of 07/20/2012, Common starting date is 03/26/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIBLX (Virtus Balanced Allocation I) |
-8.37%
Feb 2006 – Feb 2009 |
-1.37%
Feb 2004 – Feb 2009 |
2.29%
Feb 1999 – Feb 2009 |
5.90%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIBLX (Virtus Balanced Allocation I) |
16.71%
Feb 2009 – Feb 2012 |
11.58%
Sep 2002 – Sep 2007 |
8.72%
Apr 1997 – Apr 2007 |
6.46%
Apr 1997 – Apr 2012 |
Annualized Rolling Returns Comparison Chart