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Virtus Market Neutral B (EMNBX)

On Dec 1: 10.03   0.04 (0.40%)

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Risk  As of 31-Oct-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): 3.65% Worst 1 Yr Total Return (2008): -6.87% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic EMNBX Category Alpha (against Standard Index) -3.64 0.85 Beta (against Standard Index) -0.31 -3.54 Mean Annual Return -1.76 -0.11 R-squared (against Standard Index) 0 5.70 Standard Deviation 4.95 10.82 Sharpe Ratio -0.79 N/A Treynor Ratio 13.33 N/A 5 Years Statistic EMNBX Category Alpha (against Standard Index) -4.74 2.74 Beta (against Standard Index) -0.10 -4.26 Mean Annual Return -1.90 0.22 R-squared (against Standard Index) 0 5.13 Standard Deviation 4.17 9.31 Sharpe Ratio -1.11 N/A Treynor Ratio 51.11 N/A 10 Years Statistic EMNBX Category Alpha (against Standard Index) -2.11 2.70 Beta (against Standard Index) -0.82 -2.55 Mean Annual Return 0.16 0.34 R-squared (against Standard Index) 0 1.73 Standard Deviation 5.85 8.43 Sharpe Ratio -0.44 N/A Treynor Ratio 3.42 N/A
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