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    Virtus High Yield A (PHCHX)

    3.75 Down 0.04(1.06%) Feb 8

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up26
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2009):31.15%
    Worst 1 Yr Total Return(Dec 30, 2008):-23.91%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.250.54
    Beta (against Standard Index)0.570.56
    Mean Annual Return0.090.12
    R-squared (against Standard Index)10.6711.29
    Standard Deviation5.195.19
    Sharpe Ratio0.180.31
    Treynor Ratio1.462.77
    5 Years
    Alpha (against Standard Index)3.002.97
    Beta (against Standard Index)0.350.38
    Mean Annual Return0.350.35
    R-squared (against Standard Index)2.433.28
    Standard Deviation6.106.24
    Sharpe Ratio0.690.71
    Treynor Ratio11.8021.25
    10 Years
    Alpha (against Standard Index)1.012.53
    Beta (against Standard Index)0.720.67
    Mean Annual Return0.390.49
    R-squared (against Standard Index)7.415.52
    Standard Deviation8.569.62
    Sharpe Ratio0.410.50
    Treynor Ratio4.476.84