Virtus Premium AlphaSector

Scorecard
2 / 5 Stars
Lipper
1 1 5 1 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.39
Mean 0.89
Sharpe Ratio 1.13
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ Industrial Average PR USD
R-Squared 70.5 73.34
Beta 0.63 0.68
Alpha 1.64 3.62