Virtus Ceredex Backtesting

SVIFX -- USA Fund  

USD 16.18  0.07  0.43%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Virtus Ceredex Large Cap Value Equity C and determine expected loss or profit from investing in Virtus Ceredex over given investment horizon. Also please take a look at Virtus Ceredex Hype Analysis, Virtus Ceredex Correlation, Portfolio Optimization, Virtus Ceredex Volatility as well as analyze Virtus Ceredex Alpha and Beta and Virtus Ceredex Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Virtus Ceredex 'What if' Analysis

August 20, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 19, 2018
0.00
If you would invest  0.00  in Virtus Ceredex on August 20, 2018 and sell it all today you would earn a total of 0.00 from holding Virtus Ceredex Large Cap Value Equity C or generate 0.0% return on investment in Virtus Ceredex over 30 days. Virtus Ceredex is related to or competes with Vanguard Value, American Funds, American Funds, American Funds, American Funds, American Funds, and American Funds. The investment seeks to provide a high level of capital appreciation current income is a secondary objective

Virtus Ceredex Upside/Downside Indicators

Downside Deviation0.3068
Information Ratio0.07
Maximum Drawdown1.42
Value At Risk0.43
Potential Upside0.6888
  

Virtus Ceredex Market Premium Indicators

Risk Adjusted Performance0.0756
Jensen Alpha0.015465
Total Risk Alpha0.025761
Sortino Ratio0.09
Treynor Ratio0.0741

Virtus Ceredex Large Backtested Returns

We consider Virtus Ceredex not too risky. Virtus Ceredex Large owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1545 which indicates Virtus Ceredex Large had 0.1545% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Virtus Ceredex Large Cap Value Equity C which you can use to evaluate future volatility of the fund. Please validate Virtus Ceredex Downside Deviation of 0.3068, Standard Deviation of 0.3761 and Risk Adjusted Performance of 0.0756 to confirm if risk estimate we provide are consistent with the epected return of 0.0572%. The entity has beta of 0.8683 which indicates Virtus Ceredex returns are very sensitive to returns on the market. as market goes up or down, Virtus Ceredex is expected to follow.. Although it is extremely important to respect Virtus Ceredex Large current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Virtus Ceredex Large technical indicators you can presently evaluate if the expected return of 0.0572% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.04 

Virtually no predictability

Virtus Ceredex Large Cap Value Equity C has virtually no predictability. Overlapping area represents the amount of predictability between Virtus Ceredex time series from August 20, 2018 to September 4, 2018 and September 4, 2018 to September 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Virtus Ceredex Large price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Virtus Ceredex price fluctuation can be explain by its past prices.
Correlation Coefficient0.04
Spearman Rank Test-0.02
Residual Average0.0
Price Variance0.0

Virtus Ceredex Large lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Virtus Ceredex regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Virtus Ceredex Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Virtus Ceredex Hype Analysis, Virtus Ceredex Correlation, Portfolio Optimization, Virtus Ceredex Volatility as well as analyze Virtus Ceredex Alpha and Beta and Virtus Ceredex Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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