Performance analysis of Virtus Convertible & Income Fund II (NCZ-P-A)
Annual Return
Over the past 3 years, NCZ-P-A has had an average annual return of +4.66%, underperforming the benchmark SPY, which returned +19.27% annual.
Over the past 5 years, NCZ-P-A has had an average annual return of +0.98%, underperforming the benchmark SPY, which returned +12.50% annual.
Since Sep 5, 2018, NCZ-P-A has had an average annual return of +3.32%, underperforming the benchmark SPY, which returned +14.40% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.28% | +8.28% | +4.07% | +6.40% | -16.16% | +5.71% | +6.68% | +19.59% | -5.75% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.17% | -0.87% | -0.36% | +1.09% | -0.94% | +2.46% | -1.22% | +1.28% | |||||
| 2025 | +1.14% | +4.73% | +1.57% | -2.85% | -0.55% | +2.33% | -0.74% | +1.37% | +0.86% | -0.57% | +0.63% | +0.25% | +8.28% |
| 2024 | +1.35% | +0.85% | +2.21% | -2.48% | +0.25% | +1.60% | -0.19% | +1.73% | +6.39% | -2.35% | -2.22% | -2.77% | +4.07% |
| 2023 | +6.90% | -3.41% | -0.54% | +0.71% | +0.99% | +0.43% | +0.47% | -0.75% | -0.24% | -1.60% | +1.23% | +2.36% | +6.40% |
| 2022 | -1.75% | -2.05% | +0.41% | -6.38% | +3.41% | -1.72% | +2.13% | -1.17% | -4.73% | -4.93% | +1.75% | -1.97% | -16.16% |
| 2021 | +0.18% | -1.21% | +1.45% | +0.31% | +0% | +1.94% | -0.23% | +0.80% | +1.16% | -0.36% | -0.81% | +2.38% | +5.71% |
| 2020 | +1.96% | -3.25% | -3.59% | +3.21% | +0.47% | +2.16% | +1.27% | +1.43% | +0.39% | +0.70% | +1.33% | +0.63% | +6.68% |
| 2019 | +5.33% | -0.96% | +0.76% | +3.24% | +1.63% | +2.44% | +1.78% | +1.61% | -0.26% | +0.78% | -0.12% | +1.94% | +19.59% |
| 2018 | +0.79% | -0.44% | -3.32% | -2.86% | -5.75% |
Drawdown analysis of Virtus Convertible & Income Fund II (NCZ-P-A)
The maximum drawdown for the NCZ-P-A was -21.12%, occurring on Mar 18, 2020. Recovery took 97 trading sessions.
The current NCZ-P-A drawdown is -1.42%.
Since Sep 5, 2018 NCZ-P-A has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.12% | Feb 14, 2020 | 22 | Mar 18, 2020 | 97 | Aug 5, 2020 | 119 |
| -16.66% | Dec 31, 2021 | 215 | Nov 8, 2022 | 469 | Sep 23, 2024 | 684 |
| -9.09% | Oct 1, 2024 | 61 | Dec 27, 2024 | 176 | Sep 12, 2025 | 237 |
| -7.10% | Sep 12, 2018 | 73 | Dec 27, 2018 | 71 | Apr 10, 2019 | 144 |
| -3.16% | Jan 21, 2026 | 41 | Mar 20, 2026 | 64 | Jun 23, 2026 | 105 |
| -2.43% | Sep 15, 2025 | 22 | Oct 15, 2025 | 41 | Dec 12, 2025 | 63 |
| -1.84% | Oct 18, 2021 | 20 | Nov 15, 2021 | 18 | Dec 10, 2021 | 38 |
| -1.61% | Jan 19, 2021 | 26 | Feb 25, 2021 | 17 | Mar 22, 2021 | 43 |
| -1.42% | Jul 2, 2026 | 15 | Jul 24, 2026 | Ongoing | Ongoing | Ongoing |
| -1.28% | Jul 19, 2019 | 5 | Jul 26, 2019 | 18 | Aug 21, 2019 | 23 |
| -1.17% | Oct 1, 2021 | 6 | Oct 11, 2021 | 5 | Oct 18, 2021 | 11 |
| -1.10% | Dec 10, 2021 | 1 | Dec 13, 2021 | 8 | Dec 23, 2021 | 9 |
| -0.97% | Nov 4, 2019 | 4 | Nov 8, 2019 | 21 | Dec 10, 2019 | 25 |
| -0.96% | Dec 12, 2025 | 7 | Dec 23, 2025 | 9 | Jan 7, 2026 | 16 |
| -0.92% | Apr 22, 2021 | 18 | May 18, 2021 | 10 | Jun 2, 2021 | 28 |
| -0.89% | May 17, 2019 | 3 | May 22, 2019 | 4 | May 29, 2019 | 7 |
| -0.85% | Oct 28, 2019 | 1 | Oct 29, 2019 | 4 | Nov 4, 2019 | 5 |
| -0.73% | Jan 9, 2026 | 1 | Jan 12, 2026 | 2 | Jan 14, 2026 | 3 |
| -0.69% | Mar 22, 2021 | 1 | Mar 23, 2021 | 1 | Mar 24, 2021 | 2 |
| -0.68% | Jul 7, 2021 | 15 | Jul 28, 2021 | 21 | Aug 26, 2021 | 36 |
| -0.68% | Jan 22, 2020 | 4 | Jan 28, 2020 | 6 | Feb 5, 2020 | 10 |
| -0.65% | Aug 30, 2019 | 10 | Sep 16, 2019 | 7 | Sep 25, 2019 | 17 |
| -0.65% | Oct 19, 2020 | 3 | Oct 22, 2020 | 9 | Nov 4, 2020 | 12 |
| -0.65% | Sep 10, 2020 | 9 | Sep 23, 2020 | 6 | Oct 1, 2020 | 15 |
| -0.64% | Jun 24, 2026 | 1 | Jun 25, 2026 | 2 | Jun 29, 2026 | 3 |