Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HIGIX (Virtus Intermediate Govt Bond I ) | NA | -0.74% | 1.06% | 3.24% | 3.78% | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 03/26/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HIGIX (Virtus Intermediate Govt Bond I ) | 03/26/1997 | 02/24/2012 |
| 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 (%) | 0.00 | -0.74 | 1.06 | 3.24 | 3.78 | NA | NA | … | … | 0.00 | -1.31 | 4.38 | -1.49 | 8.68 | 7.01 | 4.42 | 2.50 | 2.78 | 2.44 | 10.42 | 7.59 | 13.21 | -1.25 | 7.51 | 8.00 |
| Sharpe Ratio | NA | -0.11 | 0.20 | 0.51 | 0.57 | NA | NA | … | … | 0.00 | -0.18 | 1.31 | -0.36 | 1.37 | 1.17 | 0.34 | 0.09 | 0.49 | 0.38 | 2.11 | 1.06 | 2.18 | -1.46 | 1.01 | 2.20 |
| Standard Deviation(%) | NA | 7.03 | 5.10 | 4.97 | 4.38 | NA | NA | … | … | NA | 7.26 | 3.27 | 4.40 | 5.60 | 3.32 | 2.94 | 2.84 | 3.66 | 4.56 | 4.39 | 4.93 | 4.12 | 3.16 | 4.00 | 3.11 |
| Draw Down(%) | NA | 6.70 | 6.70 | 6.70 | 6.70 | NA | NA | … | … | 0.00 | 6.70 | 3.24 | 4.07 | 3.38 | 1.75 | 1.46 | 2.12 | 3.80 | 5.11 | 2.47 | 3.99 | 2.65 | 3.09 | 2.53 | 1.33 |
| Yield(%) | 0.00 | 2.37 | 2.28 | 2.93 | 3.84 | 4.69 | 3.52 | … | … | 0.00 | 2.57 | 3.60 | 0.66 | 3.20 | 4.48 | 5.03 | 4.52 | 4.29 | 5.33 | 5.20 | 5.84 | 6.35 | 5.07 | 6.82 | 5.19 |
Data as of 02/24/2012, 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 |
|---|---|---|---|---|
| HIGIX (Virtus Intermediate Govt Bond I ) |
0.49%
Dec 2008 – Dec 2011 |
3.28%
May 2003 – May 2008 |
3.81%
Jan 2002 – Jan 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIGIX (Virtus Intermediate Govt Bond I ) |
10.99%
May 2000 – May 2003 |
7.72%
May 1998 – May 2003 |
5.84%
Jan 2000 – Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart