Virtus Quality Small-Cap Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.4
Mean 1.06
Sharpe Ratio 0.82
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SEC/Industrials TR USD
R-Squared 77.96 87.98
Beta 1.09 0.92
Alpha -2.8 -1.42