Virtus Alternatives Diversifier Fund Market Value
| PDPAX Fund | USD 17.93 0.01 0.06% |
| Symbol | Virtus |
Virtus Alternatives '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 Alternatives' 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 Alternatives.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Virtus Alternatives on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Virtus Alternatives Diversifier or generate 0.0% return on investment in Virtus Alternatives over 90 days. Virtus Alternatives is related to or competes with Vanguard Multi, Virtus Multi, Ridgeworth Seix, Ridgeworth Innovative, Ridgeworth Seix, Ridgeworth Seix, and Ridgeworth Seix. The fund seeks to achieve its objective by investing its assets in a mix of underlying affiliated and unaffiliated mutua... More
Virtus Alternatives 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 Alternatives' 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 Alternatives Diversifier upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6222 | |||
| Information Ratio | 0.2902 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.34 |
Virtus Alternatives Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Alternatives' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Alternatives' standard deviation. In reality, there are many statistical measures that can use Virtus Alternatives historical prices to predict the future Virtus Alternatives' volatility.| Risk Adjusted Performance | 0.2762 | |||
| Jensen Alpha | 0.1956 | |||
| Total Risk Alpha | 0.1781 | |||
| Sortino Ratio | 0.2731 | |||
| Treynor Ratio | 0.6836 |
Virtus Alternatives March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2762 | |||
| Market Risk Adjusted Performance | 0.6936 | |||
| Mean Deviation | 0.4452 | |||
| Downside Deviation | 0.6222 | |||
| Coefficient Of Variation | 270.1 | |||
| Standard Deviation | 0.5854 | |||
| Variance | 0.3427 | |||
| Information Ratio | 0.2902 | |||
| Jensen Alpha | 0.1956 | |||
| Total Risk Alpha | 0.1781 | |||
| Sortino Ratio | 0.2731 | |||
| Treynor Ratio | 0.6836 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 0.3871 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.13) | |||
| Kurtosis | 0.099 |
Virtus Alternatives Backtested Returns
Virtus Alternatives appears to be very steady, given 3 months investment horizon. Virtus Alternatives owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.37, which indicates the fund had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Virtus Alternatives Diversifier, which you can use to evaluate the volatility of the fund. Please review Virtus Alternatives' Downside Deviation of 0.6222, risk adjusted performance of 0.2762, and Standard Deviation of 0.5854 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Virtus Alternatives' returns are expected to increase less than the market. However, during the bear market, the loss of holding Virtus Alternatives is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Virtus Alternatives Diversifier has very good predictability. Overlapping area represents the amount of predictability between Virtus Alternatives time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 2026. 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 Alternatives price movement. The serial correlation of 0.84 indicates that around 84.0% of current Virtus Alternatives price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
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 Alternatives 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 Alternatives security.
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