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Virtus Intermediate Govt Bond A (HIGZX)
On
Dec 1
:
17.59
0.03
(0.17%)
MORE ON HIGZX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
9.20%
Worst 1 Yr Total Return
(2005)
:
2.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIGZX
Category
Alpha (against Standard Index)
0.50
-1.72
Beta (against Standard Index)
0.75
1.02
Mean Annual Return
5.85
0.39
R-squared (against Standard Index)
71
59.27
Standard Deviation
3.60
5.93
Sharpe Ratio
0.93
N/A
Treynor Ratio
4.62
N/A
5 Years
Statistic
HIGZX
Category
Alpha (against Standard Index)
0.11
-1.05
Beta (against Standard Index)
0.76
0.98
Mean Annual Return
4.68
0.33
R-squared (against Standard Index)
76
61.87
Standard Deviation
3.17
4.88
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.18
N/A
10 Years
Statistic
HIGZX
Category
Alpha (against Standard Index)
-0.14
-0.65
Beta (against Standard Index)
0.90
0.96
Mean Annual Return
5.81
0.45
R-squared (against Standard Index)
86
71.12
Standard Deviation
3.69
4.47
Sharpe Ratio
0.76
N/A
Treynor Ratio
3.17
N/A
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