Virtus LifeSci Performance

Virtus LifeSci Biotech Products ETF -- USA Etf  

USD 42.95  0.17  0.39%

The entity has beta of 0.0056 which indicates as returns on market increase, Virtus LifeSci returns are expected to increase less than the market. However during bear market, the loss on holding Virtus LifeSci will be expected to be smaller as well.. Although it is extremely important to respect Virtus LifeSci Biotech current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Virtus LifeSci Biotech technical indicators you can presently evaluate if the expected return of 0.1116% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Virtus LifeSci Biotech Relative Risk vs. Return Landscape

If you would invest  4,223  in Virtus LifeSci Biotech Products ETF on February 16, 2018 and sell it today you would earn a total of  89.25  from holding Virtus LifeSci Biotech Products ETF or generate 2.11% return on investment over 30 days. Virtus LifeSci Biotech Products ETF is generating 0.1116% of daily returns assuming volatility of 1.2102% on return distribution over 30 days investment horizon. In other words, 11% of equities are less volatile than the company and above 98% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Virtus LifeSci Biotech Products ETF is expected to generate 1.26 times more return on investment than the market. However, the company is 1.26 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

Virtus LifeSci Daily Price Distribution

The median price of Virtus LifeSci for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 42.45 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 0.92, arithmetic mean of 42.57, and mean deviation of 0.74. The Etf did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Virtus LifeSci Biotech Products ETF are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Virtus LifeSci Sharpe Ratio = 0.0922
Good Returns
Average Returns
Small Returns
Negative Returns

Estimated Market Risk

  actual daily
 89 %
of total potential

Expected Return

  actual daily
 2 %
of total potential

Risk-Adjusted Return

  actual daily
 6 %
of total potential
Based on monthly moving average Virtus LifeSci is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Virtus LifeSci by adding it to a well-diversified portfolio.


Virtus LifeSci Biotech Dividends Analysis
Check Virtus LifeSci Biotech dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends