Virtus Dynamic AlphaSector Fund

Scorecard
1 / 5 Stars
Lipper
5 5 5 1 4
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
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TheStreet.com
A- (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 10.03
Mean 1.05
Sharpe Ratio 1.25
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 62.6 69.55
Beta 0.65 0.91
Alpha 2.08 -3.78