Virtus Rampart Correlations

PXIIX Fund

USD 22.74 0.18 0.79%

The current 90-days correlation between Virtus Rampart Enhanced and Ridgeworth Ceredex Mid Cap is 0.77 (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

Almost no diversification

The correlation between Virtus Rampart Enhanced and DJI is 0.91 (i.e., Almost no 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 gross domestic product.

Moving together with Virtus Mutual Fund

0.92	VMSSX	Virtus Multi Sector	Pair Corr
0.83	HYIZX	Ridgeworth Seix High	Pair Corr
0.68	SAMFX	Ridgeworth Seix Total	Pair Corr
0.67	SAMBX	Ridgeworth Seix Floating	Pair Corr
0.95	SSAGX	Virtus Seix Government	Pair Corr
0.97	SAMVX	Ridgeworth Ceredex Mid	Pair Corr
0.72	SAMZX	Ridgeworth Seix Total	Pair Corr
0.79	PXCZX	Virtus Tax Exempt	Pair Corr
0.75	SAVAX	Virtus Bond Fund	Pair Corr
0.97	PXQSX	Virtus Kar Small	Pair Corr
0.71	SSTFX	Virtus Kar Capital	Pair Corr
0.69	PGHCX	Virtus High Yield	Pair Corr
1.0	PGICX	Virtus Rampart Enhanced	Pair Corr
0.96	PGIUX	Virtus Global Infras	Pair Corr
0.91	HIBIX	Virtus Low Duration	Pair Corr
0.71	HIEMX	Virtus Emerging Markets	Pair Corr
0.95	PGUAX	Virtus Global Infras	Pair Corr
0.68	PGUCX	Virtus Global Infras	Pair Corr
0.66	STGIX	Ridgeworth Seix E	Pair Corr
0.64	STGZX	Ridgeworth Seix E	Pair Corr
0.65	STIGX	Ridgeworth Seix E	Pair Corr
0.93	HIMZX	Virtus Low Duration	Pair Corr
0.76	PHCHX	Virtus High Yield	Pair Corr
0.95	SCETX	Ridgeworth Ceredex Small	Pair Corr
0.89	PHRAX	Virtus Real Estate	Pair Corr
0.89	PHRCX	Virtus Real Estate	Pair Corr
0.74	WCFRX	Virtus Westchester Credit	Pair Corr
0.65	PICEX	Virtus Emerging Markets	Pair Corr
0.97	VQSRX	Virtus Kar Small	Pair Corr
0.8	VRGEX	Virtus Global Real	Pair Corr
0.7	VREMX	Virtus Emerging Markets	Pair Corr
0.73	VRHYX	Virtus High Yield	Pair Corr
0.94	VRISX	Virtus International	Pair Corr
0.81	VRMGX	Virtus Kar Mid	Pair Corr

Moving against Virtus Mutual Fund

0.83	PXSGX	Virtus Kar Small	Pair Corr
0.38	STCAX	Ridgeworth Silvant Large	Pair Corr
0.87	PHSKX	Virtus Kar Mid	Pair Corr
0.87	PICMX	Virtus Kar Mid	Pair Corr
0.83	VRSGX	Virtus Kar Small	Pair Corr

Related Correlations Analysis

	VMSAX	VMSSX	HYIZX	SAGAX	HYPSX	SAMFX	SAMBX	SAMHX	SSAGX	SAMVX
VMSAX		0.95	0.94	0.01	0.94	0.68	0.88	0.94	0.9	0.92	VMSAX
VMSSX	0.95		0.94	-0.18	0.93	0.75	0.83	0.95	0.96	0.92	VMSSX
HYIZX	0.94	0.94		0.08	0.99	0.65	0.9	0.96	0.9	0.84	HYIZX
SAGAX	0.01	-0.18	0.08		0.09	-0.2	0.27	0.04	-0.32	-0.25	SAGAX
HYPSX	0.94	0.93	0.99	0.09		0.65	0.89	0.97	0.89	0.84	HYPSX
SAMFX	0.68	0.75	0.65	-0.2	0.65		0.54	0.73	0.67	0.65	SAMFX
SAMBX	0.88	0.83	0.9	0.27	0.89	0.54		0.9	0.74	0.76	SAMBX
SAMHX	0.94	0.95	0.96	0.04	0.97	0.73	0.9		0.88	0.84	SAMHX
SSAGX	0.9	0.96	0.9	-0.32	0.89	0.67	0.74	0.88		0.93	SSAGX
SAMVX	0.92	0.92	0.84	-0.25	0.84	0.65	0.76	0.84	0.93		SAMVX
	VMSAX	VMSSX	HYIZX	SAGAX	HYPSX	SAMFX	SAMBX	SAMHX	SSAGX	SAMVX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

HYPSX	+ 0.99	HYIZX
SAMHX	+ 0.97	HYPSX
SSAGX	+ 0.96	VMSSX
SAMHX	+ 0.96	HYIZX
VMSSX	+ 0.95	VMSAX
SAMHX	+ 0.95	VMSSX

High negative correlations

SSAGX	- 0.32	SAGAX
SAMVX	- 0.25	SAGAX
SAMFX	- 0.2	SAGAX
SAGAX	- 0.18	VMSSX

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
VMSAX	0.08	0.01	(0.39)	0.41	0.00	(0.10)	0.16	(0.16)	0.65
VMSSX	0.06	0.01	0.00	0.35	0.00	0.00	0.22	0.00	0.66
HYIZX	0.12	0.01	(0.31)	(2.36)	0.00	(0.20)	0.26	(0.25)	1.02
SAGAX	1.11	(0.15)	0.00	(2.79)	0.00	0.00	2.35	(2.84)	7.13
HYPSX	0.11	0.00	(0.36)	0.00	0.00	(0.20)	0.26	(0.13)	1.04
SAMFX	0.14	0.01	(0.33)	0.22	0.07	(0.17)	0.32	(0.21)	0.64
SAMBX	0.09	0.00	(0.41)	0.17	0.00	(0.25)	0.26	(0.13)	0.93
SAMHX	0.11	0.01	(0.36)	0.13	0.00	(0.20)	0.26	(0.13)	1.02
SSAGX	0.05	0.01	0.00	0.57	0.00	0.00	0.10	(0.10)	0.51
SAMVX	1.02	0.36	0.33	0.52	0.49	(1.25)	2.23	(1.65)	15.40

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