Virtus Quality Small-Cap Fund

Scorecard
2 / 5 Stars
Lipper
2 1 3 2 4
Zacks Investment Research
3 (Hold)
Standard & Poor's
2 / 5 Stars
TheStreet.com
D (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.43
Mean 0.97
Sharpe Ratio 0.75
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 79.0 87.18
Beta 1.12 0.88
Alpha -6.51 -2.17