Virtus Ceredex Backtesting

SVIFX -- USA Fund  

USD 14.96  0.00  0.00%

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

October 11, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 10, 2018
0.00
If you would invest  0.00  in Virtus Ceredex on October 11, 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 60 days. Virtus Ceredex is related to or competes with Vanguard Value, Dodge Cox, 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

Information Ratio0.0075
Maximum Drawdown5.22
Value At Risk(2.51)
Potential Upside1.65
  

Virtus Ceredex Market Premium Indicators

Risk Adjusted Performance(0.18)
Jensen Alpha(0.15)
Total Risk Alpha(0.009731)
Treynor Ratio(1.45)

Virtus Ceredex Large Backtested Returns

Macroaxis considers Virtus Ceredex to be not too volatile. Virtus Ceredex Large owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0316 which indicates Virtus Ceredex Large had -0.0316% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Virtus Ceredex Large Cap Value Equity C exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Virtus Ceredex Coefficient Of Variation of (757.56) and Risk Adjusted Performance of (0.18) to confirm risk estimate we provide. The entity has beta of 0.1195 which indicates as returns on market increase, Virtus Ceredex returns are expected to increase less than the market. However during bear market, the loss on holding Virtus Ceredex will be expected to be smaller as well.. Even though it is essential to pay attention to Virtus Ceredex Large current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Virtus Ceredex Large Cap Value Equity C exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.24) 
correlation synergy

Weak reverse predictability

Virtus Ceredex Large Cap Value Equity C has weak reverse predictability. Overlapping area represents the amount of predictability between Virtus Ceredex time series from October 11, 2018 to November 10, 2018 and November 10, 2018 to December 10, 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 -0.24 indicates that over 24.0% of current Virtus Ceredex price fluctuation can be explain by its past prices. Given that Virtus Ceredex Large Cap Value Equity C has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Virtus Ceredex for similar time interval.
Correlation Coefficient-0.24
Spearman Rank Test0.05
Residual Average0.0
Price Variance0.03

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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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