Virtus Total Backtesting

ZF -- USA Stock  

USD 11.51  0.01  0.09%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Virtus Total Return Fund and determine expected loss or profit from investing in Virtus Total over given investment horizon. See also Virtus Total Hype Analysis, Virtus Total Correlation, Virtus Total Valuation, Virtus Total Volatility as well as analyze Virtus Total Alpha and Beta and Virtus Total Performance.
Horizon     30 Days    Login   to change

Virtus Total 'What if' Analysis

July 22, 2019
No Change 0.00  0.0 
In 3 months and 1 day
October 20, 2019
If you would invest  0.00  in Virtus Total on July 22, 2019 and sell it all today you would earn a total of 0.00 from holding Virtus Total Return Fund or generate 0.0% return on investment in Virtus Total over 90 days. Virtus Total is related to or competes with Bank of New York, KKR Co, Ameriprise Financial, Brookfield Asset, Northern Trust, BlackRock, and T Rowe. Virtus Total Return Fund Inc. is a closed ended balanced mutual fund launched by Virtus Investment Partners, Inc

Virtus Total Upside/Downside Indicators

Downside Deviation0.9582
Information Ratio0.1421
Maximum Drawdown3.35
Value At Risk(1.29)
Potential Upside1.2

Virtus Total Market Premium Indicators

Risk Adjusted Performance0.1098
Jensen Alpha0.0885
Total Risk Alpha0.1022
Sortino Ratio0.1136
Treynor Ratio0.2306

Virtus Total Return Backtested Returns

We consider Virtus Total not too volatile. Virtus Total Return owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1202 which indicates the firm had 0.1202% of return per unit of risk over the last 3 months. Our philosophy towards measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Virtus Total Return Fund which you can use to evaluate future volatility of the company. Please validate Virtus Total Coefficient Of Variation of 868.57, Risk Adjusted Performance of 0.1098 and Semi Deviation of 0.7222 to confirm if risk estimate we provide are consistent with the epected return of 0.0923%. Virtus Total has performance score of 8 on a scale of 0 to 100. The entity has beta of 0.3389 which indicates as returns on market increase, Virtus Total returns are expected to increase less than the market. However during bear market, the loss on holding Virtus Total will be expected to be smaller as well. Although it is extremely important to respect Virtus Total Return current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Virtus Total Return technical indicators you can presently evaluate if the expected return of 0.0923% will be sustainable into the future. Virtus Total Return right now has a risk of 0.7682%. Please validate Virtus Total Jensen Alpha and Semi Variance to decide if Virtus Total will be following its existing price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.27 
correlation synergy

Poor predictability

Virtus Total Return Fund has poor predictability. Overlapping area represents the amount of predictability between Virtus Total time series from July 22, 2019 to September 5, 2019 and September 5, 2019 to October 20, 2019. 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 Total Return price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Virtus Total price fluctuation can be explain by its past prices.
Correlation Coefficient0.27
Spearman Rank Test0.13
Residual Average0.0
Price Variance0.06

Virtus Total Return lagged returns against current returns

 Current and Lagged Values 

Virtus Total regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Virtus Total Lagged Returns

 Regressed Prices 

Current Sentiment - ZF

Virtus Total Return Investor Sentiment

Larger part of Macroaxis users are at this time bullish on Virtus Total Return Fund. What is your outlook on investing in Virtus Total Return Fund? Are you bullish or bearish?
98% Bullish
2% Bearish

Also Currentnly Active

Purchased over 100 shares of
few hours ago
Traded for 24.76
Purchased over 200 shares of
few hours ago
Traded for 53.38
Purchased over 60 shares of
few hours ago
Traded for 78.1
See also Virtus Total Hype Analysis, Virtus Total Correlation, Virtus Total Valuation, Virtus Total Volatility as well as analyze Virtus Total Alpha and Beta and Virtus Total Performance. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.