Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 10, 2009, 9:46AM ET - U.S. Markets close in 6 hours and 14 minutes.
Dow
0.90%
Nasdaq
0.86%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Virtus Value Equity C (PIQCX)
On
Dec 9
:
9.59
0.04
(0.42%)
MORE ON PIQCX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
8.92%
Worst 1 Yr Total Return
(2008)
:
-36.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIQCX
Category
Alpha (against Standard Index)
-1.78
-1.05
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-8.47
-0.55
R-squared (against Standard Index)
95
94.27
Standard Deviation
19.49
20.65
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-11.21
N/A
5 Years
Statistic
PIQCX
Category
Alpha (against Standard Index)
0.38
0.04
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
0.71
0.14
R-squared (against Standard Index)
93
93.13
Standard Deviation
16.13
16.85
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.37
N/A
10 Years
Statistic
PIQCX
Category
Alpha (against Standard Index)
2.47
2.54
Beta (against Standard Index)
0.89
0.88
Mean Annual Return
1.94
0.27
R-squared (against Standard Index)
87
80.76
Standard Deviation
15.35
15.89
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.16
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center