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Sunday, December 27, 2009, 6:00AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Virtus Market Neutral A (EMNAX)

On Dec 24: 10.64   0.01 (0.09%)

MORE ON EMNAX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 1 Number of Years Down: 4 Best 1 Yr Total Return (2004): 4.40% Worst 1 Yr Total Return (2008): -6.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic EMNAX Category Alpha (against Standard Index) -1.96 1.21 Beta (against Standard Index) -0.54 -3.35 Mean Annual Return -0.53 -0.08 R-squared (against Standard Index) 0 5.48 Standard Deviation 4.89 10.53 Sharpe Ratio -0.53 N/A Treynor Ratio 5.19 N/A 5 Years Statistic EMNAX Category Alpha (against Standard Index) -4.15 2.47 Beta (against Standard Index) -0.01 -4.10 Mean Annual Return -1.29 0.20 R-squared (against Standard Index) 0 4.85 Standard Deviation 4.19 9.26 Sharpe Ratio -0.96 N/A Treynor Ratio 451.83 N/A 10 Years Statistic EMNAX Category Alpha (against Standard Index) -1.34 2.77 Beta (against Standard Index) -0.70 -2.54 Mean Annual Return 0.98 0.35 R-squared (against Standard Index) 0 1.71 Standard Deviation 5.84 8.34 Sharpe Ratio -0.30 N/A Treynor Ratio 2.78 N/A
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