ADYFX Performance — Virtus AllianzGI Global Dynamic Allocation Fund, Class R6
Data updated: 2022-08-25
ADYFX returned −19.34% over one year to Jun 2022. The annualised 3-year return is +2.81%. The fund trailed its Aggressive Allocation category average: $100 invested three years ago grew to $109, against $109 for the category, and to $81 over one year, against $86. Volatility over the past three years was 13.77% a year. In the 12 months to Jun 2022 the fund took in a net $123.0M, and assets reached $9.29M.
ADYFX Growth of $100
What $100 invested in Virtus AllianzGI Global Dynamic Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | ADYFX | Category average |
|---|---|---|
| 1 year (Jul 2021 – Jun 2022) | $81 | $86 |
| 3 years (Jul 2019 – Jun 2022) | $109 | $109 |
ADYFX Trailing Returns
Total returns to Jun 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −19.34% |
| 3 years (annualised) | +2.81% |
ADYFX Annual Returns
Calendar-year total returns of Virtus AllianzGI Global Dynamic Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jun) | −22.00% |
| 2021 | +16.37% |
| 2020 | +13.79% |
| 2019 (Jul–Dec) | +5.20% |
ADYFX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −5.1% | −3.7% | −0.7% | −7.0% | +0.3% | −7.9% | — | — | — | — | — | — |
| 2021 | −0.5% | +3.0% | +2.2% | +4.0% | +2.2% | +1.1% | +1.2% | +1.7% | −3.1% | +3.1% | −2.5% | +3.1% |
| 2020 | +0.1% | −6.3% | −9.0% | +6.5% | +3.6% | +1.7% | +4.2% | +3.9% | −1.8% | −1.4% | +9.0% | +4.0% |
| 2019 | — | — | — | — | — | — | −0.3% | −1.0% | −0.1% | +2.1% | +1.5% | +2.8% |
ADYFX Risk
Risk measures from monthly returns over Jul 2019 – Jun 2022.
- 3-year volatility (annualised): 13.77%
- 3-year Sharpe ratio: -0.12 (vs 4.5% risk-free rate)
- Best month: +8.98% (Nov 2020)
- Worst month: −8.98% (Mar 2020)
ADYFX Fund Flows
Monthly money in and out of Virtus AllianzGI Global Dynamic Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: $123.0M
- 12-month gross sales (incl. reinvestments): $47.0M
- Sales ÷ redemptions: -0.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2022 | $59K | −$23.8M | $23.8M |
| May 2022 | $21K | −$451K | $473K |
| Apr 2022 | $1.0M | −$575K | $1.6M |
| Mar 2022 | $712K | −$420K | $1.1M |
| Feb 2022 | $158K | −$16.3M | $16.5M |
| Jan 2022 | $1.5M | −$1.0M | $2.5M |
| Dec 2021 | $8.9M | −$1.1M | $10.0M |
| Nov 2021 | $16.6M | −$16.2M | $32.9M |
| Oct 2021 | $721K | −$355K | $1.1M |
| Sep 2021 | $16.4M | −$448K | $16.8M |
| Aug 2021 | $428K | −$13.4M | $13.8M |
| Jul 2021 | $527K | −$1.9M | $2.5M |
ADYFX Assets Under Management
Net assets of Virtus AllianzGI Global Dynamic Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-06-30 | $9.29M |
| 2022-03-31 | $38.66M |
| 2021-12-31 | $58.78M |
| 2021-09-30 | $56.68M |
| 2021-06-30 | $55.42M |
| 2021-03-31 | $51.73M |
| 2020-12-31 | $48.84M |
| 2020-09-30 | $45.44M |
| 2020-06-30 | $118.07M |
| 2020-03-31 | $107.70M |
| 2019-12-31 | $133.37M |
| 2019-09-30 | $150.62M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.