Virtus Small-Cap Sustainable Growth Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.9
Mean 1.55
Sharpe Ratio 1.44
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Growth TR USD
R-Squared 67.98 77.22
Beta 0.85 0.7
Alpha 6.43 7.61