Performance analysis of NCZ (Virtus Convertible & Income Fund II)
Annual Return
Over the past 3 years, NCZ has had an average annual return of +24.61%, outperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, NCZ has had an average annual return of +6.76%, underperforming the benchmark SPY, which returned +14.05% annual.
Over the past 10 years, NCZ has had an average annual return of +9.17%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Jul 29, 2003, NCZ has had an average annual return of +6.18%, underperforming the benchmark SPY, which returned +11.33% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +20.40% | +23.17% | +18.37% | +17.67% | -35.91% | +9.24% | +11.13% | +27.19% | -18.60% | +24.87% | +29.12% | -35.63% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +10.48% | +27.38% | +13.72% | -6.03% | +25.66% | +131.98% | -60.79% | -13.32% | +26.38% | -0.44% | +13.84% | +6.87% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.89% | +2.55% | -8.12% | +12.99% | +6.73% | +0.06% | +20.40% | ||||||
| 2025 | +5.48% | -4.55% | -5.57% | +1.20% | +6.92% | +5.84% | +3.36% | +3.91% | +1.91% | +4.98% | -0.90% | -0.66% | +23.17% |
| 2024 | -2.38% | +0.68% | +5.25% | -5.37% | +3.93% | +2.44% | +2.73% | +3.75% | +2.97% | -2.29% | +11.68% | -5.15% | +18.37% |
| 2023 | +16.99% | -4.92% | -2.90% | +3.01% | -6.24% | +10.62% | +2.28% | -3.49% | -7.36% | -5.86% | +9.78% | +7.89% | +17.67% |
| 2022 | -8.73% | -3.98% | -0.70% | -10.29% | -7.56% | -9.23% | +9.54% | -0.44% | -15.42% | +6.40% | +6.71% | -6.57% | -35.91% |
| 2021 | -0.65% | +0.51% | +0.14% | +3.77% | +0.18% | +5.67% | -0.24% | +2.22% | -2.86% | +4.98% | -5.07% | +0.74% | +9.24% |
| 2020 | +2.26% | -11.78% | -25.82% | +6.27% | +7.41% | +6.08% | +5.85% | +7.26% | -4.88% | -1.33% | +20.71% | +6.62% | +11.13% |
| 2019 | +21.55% | +1.60% | +6.24% | -7.96% | -6.08% | +4.85% | +2.88% | -2.43% | +1.90% | -0.30% | +0.90% | +3.94% | +27.19% |
| 2018 | +1.41% | -1.30% | -1.54% | +0.96% | +1.47% | +1.79% | +0.79% | +3.97% | -0.22% | -10.04% | -0.63% | -15.27% | -18.60% |
| 2017 | +5.94% | +3.97% | -0.98% | +2.10% | +2.26% | +1.25% | +6.90% | -1.92% | +1.10% | +0.92% | -0.20% | +1.42% | +24.87% |
Drawdown analysis of NCZ (Virtus Convertible & Income Fund II)
The maximum drawdown for the NCZ was -79.41%, occurring on Nov 21, 2008. Recovery took 553 trading sessions.
Since Jul 29, 2003 NCZ has experienced the following drawdowns:
- 50% or more: 3 times
- 40% or more: 4 times
- 30% or more: 5 times
- 20% or more: 6 times
- 10% or more: 10 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -79.41% | Jun 4, 2007 | 373 | Nov 21, 2008 | 553 | Feb 3, 2011 | 926 |
| -56.04% | Feb 19, 2020 | 20 | Mar 18, 2020 | 182 | Dec 4, 2020 | 202 |
| -50.80% | Jul 3, 2014 | 405 | Feb 11, 2016 | 585 | Jun 8, 2018 | 990 |
| -43.93% | Nov 8, 2021 | 235 | Oct 14, 2022 | 727 | Sep 10, 2025 | 962 |
| -30.38% | Sep 14, 2018 | 69 | Dec 24, 2018 | 288 | Feb 18, 2020 | 357 |
| -26.78% | Jun 3, 2011 | 85 | Oct 4, 2011 | 237 | Sep 12, 2012 | 322 |
| -17.42% | Apr 2, 2004 | 25 | May 10, 2004 | 86 | Sep 13, 2004 | 111 |
| -13.08% | Oct 8, 2012 | 25 | Nov 14, 2012 | 48 | Jan 25, 2013 | 73 |
| -11.95% | Feb 13, 2026 | 30 | Mar 30, 2026 | 7 | Apr 9, 2026 | 37 |
| -11.63% | Dec 28, 2004 | 76 | Apr 18, 2005 | 61 | Jul 14, 2005 | 137 |
| -8.85% | Feb 12, 2021 | 15 | Mar 8, 2021 | 67 | Jun 11, 2021 | 82 |
| -8.61% | May 20, 2013 | 25 | Jun 25, 2013 | 76 | Oct 11, 2013 | 101 |
| -7.42% | Sep 6, 2005 | 27 | Oct 13, 2005 | 60 | Jan 10, 2006 | 87 |
| -6.84% | Mar 9, 2011 | 5 | Mar 16, 2011 | 51 | May 27, 2011 | 56 |
| -6.39% | Nov 3, 2025 | 14 | Nov 21, 2025 | 22 | Dec 24, 2025 | 36 |
| -6.32% | Jul 6, 2021 | 9 | Jul 19, 2021 | 13 | Aug 5, 2021 | 22 |
| -5.39% | Sep 2, 2021 | 21 | Oct 4, 2021 | 14 | Oct 22, 2021 | 35 |
| -5.31% | May 11, 2026 | 6 | May 19, 2026 | 6 | May 28, 2026 | 12 |
| -4.84% | Oct 9, 2025 | 9 | Oct 22, 2025 | 5 | Oct 29, 2025 | 14 |
| -4.39% | May 8, 2006 | 25 | Jun 13, 2006 | 19 | Jul 11, 2006 | 44 |
| -4.24% | Aug 1, 2003 | 40 | Sep 29, 2003 | 10 | Oct 13, 2003 | 50 |
| -4.03% | Sep 22, 2025 | 3 | Sep 25, 2025 | 10 | Oct 9, 2025 | 13 |
| -3.80% | Mar 5, 2004 | 12 | Mar 23, 2004 | 8 | Apr 2, 2004 | 20 |
| -3.66% | Feb 6, 2004 | 11 | Feb 24, 2004 | 6 | Mar 3, 2004 | 17 |
| -3.21% | Apr 1, 2014 | 8 | Apr 11, 2014 | 8 | Apr 24, 2014 | 16 |