Virtus Rampart Correlations

PGICX Fund

USD 17.24 0.07 0.40%

The current 90-days correlation between Virtus Rampart Enhanced and Oklahoma College Savings is 0.76 (i.e., Poor diversification). The correlation of Virtus Rampart 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 Rampart Correlation With Market

Poor diversification

The correlation between Virtus Rampart Enhanced and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Virtus Rampart Enhanced 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 Rampart Enhanced. 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 main economic indicators.

Moving together with Virtus Mutual Fund

0.75	VMSAX	Vanguard Multi Sector	Pair Corr
0.64	VMSSX	Virtus Multi Sector	Pair Corr
0.76	HYPSX	Ridgeworth Seix High	Pair Corr
0.79	SAMHX	Ridgeworth Seix High	Pair Corr
1.0	PXIIX	Virtus Rampart Enhanced	Pair Corr
0.72	SAVAX	Virtus Bond Fund	Pair Corr
0.72	SAVCX	Virtus Bond Fund	Pair Corr
0.65	SAVYX	Virtus Bond Fund	Pair Corr
0.66	HIEMX	Virtus Emerging Markets	Pair Corr
0.66	STGIX	Ridgeworth Seix E	Pair Corr
0.68	STGZX	Ridgeworth Seix E	Pair Corr
0.73	PHCHX	Virtus High Yield	Pair Corr
0.83	WCFRX	Virtus Westchester Credit	Pair Corr
0.66	PICEX	Virtus Emerging Markets	Pair Corr
0.65	PIMSX	Virtus Multi Sector	Pair Corr
0.77	NAMFX	Virtus Multi Sector	Pair Corr
0.91	VRGEX	Virtus Global Real	Pair Corr
0.71	VRESX	Virtus Kar Emerging	Pair Corr
0.8	VRHYX	Virtus High Yield	Pair Corr
0.75	VRISX	Virtus International	Pair Corr

Related Correlations Analysis

	FNOKX	EXBAX	FHRVX	FLMTX	PGFCX	ATTIX	URFRX
FNOKX		0.96	0.78	0.96	0.81	0.94	0.96	FNOKX
EXBAX	0.96		0.82	0.97	0.87	0.95	0.92	EXBAX
FHRVX	0.78	0.82		0.86	0.97	0.8	0.67	FHRVX
FLMTX	0.96	0.97	0.86		0.89	0.93	0.91	FLMTX
PGFCX	0.81	0.87	0.97	0.89		0.86	0.73	PGFCX
ATTIX	0.94	0.95	0.8	0.93	0.86		0.94	ATTIX
URFRX	0.96	0.92	0.67	0.91	0.73	0.94		URFRX
	FNOKX	EXBAX	FHRVX	FLMTX	PGFCX	ATTIX	URFRX

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Risk-Adjusted Indicators

There is a big difference between Virtus Mutual Fund performing well and Virtus Rampart 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 Rampart'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
FNOKX	0.54	0.01	0.04	(0.01)	0.73	(0.55)	1.07	(1.13)	3.14
EXBAX	0.35	0.00	0.00	(0.04)	0.00	0.00	0.70	(0.69)	1.99
FHRVX	0.29	0.00	0.09	(0.01)	0.38	(0.30)	0.56	(0.61)	1.71
FLMTX	0.31	0.00	0.06	(0.02)	0.43	(0.31)	0.57	(0.66)	1.72
PGFCX	0.29	(0.01)	0.06	0.08	0.39	(0.35)	0.67	(0.48)	1.75
ATTIX	0.34	(0.02)	0.00	(0.08)	0.00	0.00	0.63	(0.87)	1.93
URFRX	0.54	(0.02)	0.00	(0.07)	0.00	0.00	0.91	(1.04)	3.79

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Virtus Rampart Correlations

Virtus Rampart Correlation With Market

Poor diversification

Moving together with Virtus Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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