Virtus Global Risk Adjusted Performance

VGSCX Fund  USD 34.93  0.30  0.87%   
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Virtus Global Real has current Risk Adjusted Performance of 0.0141.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0141
ER[a] = Expected return on investing in Virtus Global
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Virtus Global Risk Adjusted Performance Peers Comparison

Virtus Risk Adjusted Performance Relative To Other Indicators

Virtus Global Real is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  237.77  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Virtus Global Real is roughly  237.77 
Compare Virtus Global to Peers

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