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Wednesday, December 9, 2009, 9:34PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
Virtus Multi-Sector F/I B (NBMFX)On Dec 9: 10.10   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):7.18%
Worst 1 Yr Total Return (2008):-22.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNBMFXCategory
Alpha (against Standard Index)-2.14-2.54
Beta (against Standard Index)0.981.24
Mean Annual Return3.470.39
R-squared (against Standard Index)1228.32
Standard Deviation11.1710.21
Sharpe Ratio0.15N/A
Treynor Ratio1.08N/A
5 Years
StatisticNBMFXCategory
Alpha (against Standard Index)-0.80-0.02
Beta (against Standard Index)0.901.09
Mean Annual Return3.660.43
R-squared (against Standard Index)1325.63
Standard Deviation8.918.35
Sharpe Ratio0.11N/A
Treynor Ratio0.71N/A
10 Years
StatisticNBMFXCategory
Alpha (against Standard Index)0.080.61
Beta (against Standard Index)0.830.87
Mean Annual Return5.560.53
R-squared (against Standard Index)1622.41
Standard Deviation7.617.37
Sharpe Ratio0.36N/A
Treynor Ratio3.14N/A

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