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Virtus Shrt/Interm Bond A (HIMZX)
On
Dec 1
:
10.30
0.01
(0.10%)
MORE ON HIMZX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.33%
Worst 1 Yr Total Return
(2008)
:
-2.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HIMZX
Category
Alpha (against Standard Index)
0.04
-0.26
Beta (against Standard Index)
0.66
0.38
Mean Annual Return
5.02
0.30
R-squared (against Standard Index)
44
32.40
Standard Deviation
3.95
3.42
Sharpe Ratio
0.63
N/A
Treynor Ratio
3.93
N/A
5 Years
Statistic
HIMZX
Category
Alpha (against Standard Index)
-0.56
-0.58
Beta (against Standard Index)
0.69
0.40
Mean Annual Return
3.83
0.27
R-squared (against Standard Index)
53
36.30
Standard Deviation
3.37
2.80
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.16
N/A
10 Years
Statistic
HIMZX
Category
Alpha (against Standard Index)
-0.44
-0.21
Beta (against Standard Index)
0.73
0.44
Mean Annual Return
4.95
0.35
R-squared (against Standard Index)
71
45.80
Standard Deviation
3.27
2.67
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.70
N/A
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