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Virtus Bond B (SAVBX)
On
Dec 14
:
10.43
0.01
(0.10%)
MORE ON SAVBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.18%
Worst 1 Yr Total Return
(2008)
:
-1.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAVBX
Category
Alpha (against Standard Index)
-1.59
-1.73
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
4.67
0.39
R-squared (against Standard Index)
75
59.65
Standard Deviation
4.60
5.93
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.42
N/A
5 Years
Statistic
SAVBX
Category
Alpha (against Standard Index)
-1.34
-1.13
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
4.02
0.35
R-squared (against Standard Index)
79
61.85
Standard Deviation
3.93
4.90
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.06
N/A
10 Years
Statistic
SAVBX
Category
Alpha (against Standard Index)
-1.14
-0.67
Beta (against Standard Index)
0.91
0.96
Mean Annual Return
4.91
0.46
R-squared (against Standard Index)
79
70.95
Standard Deviation
3.82
4.48
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.19
N/A
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