Virtus Duff Phelps Fund Market Value
| VGIRX Fund | USD 15.74 0.13 0.83% |
| Symbol | Virtus |
Virtus Duff 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Virtus Duff's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Virtus Duff.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Virtus Duff on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Virtus Duff Phelps or generate 0.0% return on investment in Virtus Duff over 90 days. Virtus Duff is related to or competes with Ab Global, Morningstar Global, Calvert Global, Artisan Global, Investec Global, Tweedy Browne, and Barings Global. The fund invests globally in infrastructure companies involved in the energy, utility, transportation, and communication... More
Virtus Duff Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Virtus Duff's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Virtus Duff Phelps upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7542 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.9 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.06 |
Virtus Duff Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Duff's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Duff's standard deviation. In reality, there are many statistical measures that can use Virtus Duff historical prices to predict the future Virtus Duff's volatility.| Risk Adjusted Performance | 0.1353 | |||
| Jensen Alpha | 0.0604 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.4011 |
Virtus Duff Phelps Backtested Returns
At this stage we consider Virtus Mutual Fund to be very steady. Virtus Duff Phelps owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Virtus Duff Phelps, which you can use to evaluate the volatility of the fund. Please validate Virtus Duff's Coefficient Of Variation of 670.38, risk adjusted performance of 0.1353, and Semi Deviation of 0.5735 to confirm if the risk estimate we provide is consistent with the expected return of 0.0679%. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Virtus Duff's returns are expected to increase less than the market. However, during the bear market, the loss of holding Virtus Duff is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Virtus Duff Phelps has poor predictability. Overlapping area represents the amount of predictability between Virtus Duff time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. 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 Duff Phelps price movement. The serial correlation of 0.25 indicates that over 25.0% of current Virtus Duff price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Virtus Duff Phelps lagged returns against current returns
Autocorrelation, which is Virtus Duff mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Virtus Duff's mutual fund expected returns. We can calculate the autocorrelation of Virtus Duff returns to help us make a trade decision. For example, suppose you find that Virtus Duff has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Virtus Duff regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Virtus Duff mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtus Duff mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtus Duff mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Virtus Duff Lagged Returns
When evaluating Virtus Duff's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtus Duff mutual fund have on its future price. Virtus Duff autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Virtus Duff autocorrelation shows the relationship between Virtus Duff mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Virtus Duff Phelps.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Virtus Mutual Fund
Virtus Duff financial ratios help investors to determine whether Virtus Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Virtus with respect to the benefits of owning Virtus Duff security.
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