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Virtus Market Neutral C (EMNCX)

On Dec 4: 10.03   0.01 (0.10%)

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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): 3.67% Worst 1 Yr Total Return (2008): -6.80% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic EMNCX Category Alpha (against Standard Index) -3.57 0.85 Beta (against Standard Index) -0.35 -3.54 Mean Annual Return -1.73 -0.11 R-squared (against Standard Index) 0 5.70 Standard Deviation 4.95 10.82 Sharpe Ratio -0.79 N/A Treynor Ratio 11.94 N/A 5 Years Statistic EMNCX Category Alpha (against Standard Index) -4.72 2.74 Beta (against Standard Index) -0.12 -4.26 Mean Annual Return -1.89 0.22 R-squared (against Standard Index) 0 5.13 Standard Deviation 4.17 9.31 Sharpe Ratio -1.11 N/A Treynor Ratio 41.54 N/A 10 Years Statistic EMNCX Category Alpha (against Standard Index) -2.10 2.70 Beta (against Standard Index) -0.83 -2.55 Mean Annual Return 0.18 0.34 R-squared (against Standard Index) 0 1.73 Standard Deviation 5.82 8.43 Sharpe Ratio -0.44 N/A Treynor Ratio 3.38 N/A
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