Virtus Global Correlations

PGUCX Fund

USD 16.01 0.24 1.48%

The current 90-days correlation between Virtus Global Infras and Virtus Global Infrastructure is 1.0 (i.e., No risk reduction). The correlation of Virtus Global is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Virtus Global Correlation With Market

Weak diversification

The correlation between Virtus Global Infrastructure and DJI is 0.37 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Virtus Global Infrastructure and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Virtus Global Infrastructure. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with Virtus Mutual Fund

0.61	SAMFX	Ridgeworth Seix Total	Pair Corr
0.67	SSAGX	Virtus Seix Government	Pair Corr
0.7	SAMVX	Ridgeworth Ceredex Mid	Pair Corr
0.62	SAMZX	Ridgeworth Seix Total	Pair Corr
0.68	PXCZX	Virtus Tax Exempt	Pair Corr
0.63	PXIIX	Virtus Rampart Enhanced	Pair Corr
0.64	SAVAX	Virtus Bond Fund	Pair Corr
0.62	SAVCX	Virtus Bond Fund	Pair Corr
0.63	SAVYX	Virtus Bond Fund	Pair Corr
1.0	PGIUX	Virtus Global Infras	Pair Corr
0.95	PGUAX	Virtus Global Infras	Pair Corr
0.63	STGIX	Ridgeworth Seix E	Pair Corr
0.61	STGZX	Ridgeworth Seix E	Pair Corr
0.63	STIGX	Ridgeworth Seix E	Pair Corr
0.64	STITX	Ridgeworth International	Pair Corr
0.67	STTBX	Ridgeworth Seix Inve	Pair Corr

Moving against Virtus Mutual Fund

0.78	PXSGX	Virtus Kar Small	Pair Corr
0.65	PXQSX	Virtus Kar Small	Pair Corr

Related Correlations Analysis

	PGIUX	RPGIX	FLRUX	ASQIX	WELNX	CBLLX	WSBFX	AMIDX	BVAOX	AMDWX
PGIUX		0.74	0.68	0.27	0.71	0.75	0.69	0.78	0.03	0.78	PGIUX
RPGIX	0.74		0.95	0.75	0.94	0.86	0.97	0.97	0.36	0.97	RPGIX
FLRUX	0.68	0.95		0.79	0.94	0.84	0.98	0.96	0.29	0.96	FLRUX
ASQIX	0.27	0.75	0.79		0.69	0.5	0.8	0.69	0.58	0.69	ASQIX
WELNX	0.71	0.94	0.94	0.69		0.91	0.94	0.96	0.19	0.96	WELNX
CBLLX	0.75	0.86	0.84	0.5	0.91		0.83	0.88	0.1	0.88	CBLLX
WSBFX	0.69	0.97	0.98	0.8	0.94	0.83		0.97	0.35	0.97	WSBFX
AMIDX	0.78	0.97	0.96	0.69	0.96	0.88	0.97		0.21	1.0	AMIDX
BVAOX	0.03	0.36	0.29	0.58	0.19	0.1	0.35	0.21		0.21	BVAOX
AMDWX	0.78	0.97	0.96	0.69	0.96	0.88	0.97	1.0	0.21		AMDWX
	PGIUX	RPGIX	FLRUX	ASQIX	WELNX	CBLLX	WSBFX	AMIDX	BVAOX	AMDWX

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Risk-Adjusted Indicators

There is a big difference between Virtus Mutual Fund performing well and Virtus Global Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Virtus Global's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PGIUX	0.42	0.01	(0.09)	0.12	0.53	(0.43)	0.89	(0.86)	2.60
RPGIX	0.70	0.01	0.02	0.10	0.79	(0.74)	1.70	(1.21)	5.50
FLRUX	0.22	0.03	(0.12)	0.19	0.00	(0.29)	0.50	(0.33)	1.42
ASQIX	0.89	(0.05)	0.00	0.06	0.89	(1.12)	2.23	(1.47)	6.83
WELNX	0.69	0.20	0.09	(2.65)	0.72	(0.77)	1.63	(1.26)	5.58
CBLLX	0.39	0.03	(0.08)	0.35	0.35	(0.57)	1.28	(0.81)	2.58
WSBFX	0.35	0.03	(0.01)	0.14	0.17	(0.40)	0.86	(0.52)	2.39
AMIDX	0.56	0.13	0.13	0.32	0.39	(0.64)	1.35	(0.91)	3.73
BVAOX	0.93	(0.20)	0.00	(0.04)	0.00	0.00	2.19	(1.71)	6.28
AMDWX	0.56	0.13	0.13	0.32	0.40	(0.65)	1.35	(0.92)	3.75

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