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Virtus High Yield Income I (HHYIX)
On
Dec 8
:
10.07
0.01
(0.10%)
MORE ON HHYIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.65%
Worst 1 Yr Total Return
(2008)
:
-22.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HHYIX
Category
Alpha (against Standard Index)
-4.95
-3.12
Beta (against Standard Index)
1.21
1.16
Mean Annual Return
1.27
0.31
R-squared (against Standard Index)
14
10.86
Standard Deviation
12.82
15.35
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.95
N/A
5 Years
Statistic
HHYIX
Category
Alpha (against Standard Index)
-2.10
-0.09
Beta (against Standard Index)
0.98
0.92
Mean Annual Return
2.36
0.40
R-squared (against Standard Index)
12
8.80
Standard Deviation
10.14
12.20
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.68
N/A
10 Years
Statistic
HHYIX
Category
Alpha (against Standard Index)
N/A
0.55
Beta (against Standard Index)
N/A
0.51
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
3.74
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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