CEF Advisors AICA Event NAVigator Podcast

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Virtus Total Return Fund (ZTR)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of May 26, 2022
Current
Market Price $9.17 (+ $0.20)
NAV (May 26, 2022) $8.74 (+ $0.05)
Fund Listed NYSE
Premium / Discount 4.92% (+1.70%)
Fund Info
Inception Sept. 30, 1988
Sponsor Virtus Investment Advisers
Website https://www.virtus.com...
Phone 1-800-272-2700
NAV Symbol XZTRX
Location Massachusetts
Incorporated Maryland
Staggered Board Yes
Objective: Current income; large capitalization companies equity securities and fixed income securities
Related Indexes
High Income Index
Equity Income Index
60/40 Balanced (w/ BDCs) Index
Hybrid / Balanced Fund Index
Premium CEF/BDC Index
All Sector Equity CEF Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 48,036,292
Total Assets (Reported: Nov. 30, 2021) $593M
Estimated Total Assets $575M
Net Assets $420M
Market Cap $440M
Portfolio Turnover 44.00%
Total Leverage 27.00%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 1.73%
Non Lev Exp Ratio 1.34%
Rel Lev Cost 1.04%
Discount Data
Average Discount (3 Yr) 1.14%
Discount Low(3 Yr) -29.76%
Discount High(3 Yr) 13.39%
Discount Rel Range 80.37%
Comp Discount 12.34
Discount St Dev (1Yr) 1.50
Z-Stat
Z-Stat (6mo) 0.41
Z-Stat (1Yr) 0.67
Z-Stat (3Yr) 0.57
Comp Z-Stat (6mo) 1.46
Comp Z-Stat (3Yr) 0.76
Distribution Data
Market Yield 10.47%
Income Yield 1.83%
Lev Adj NAV Yield 8.65%
Distribution Frequency M
Current Distribution $0.080
Current Income $0.014
Ex-Date 6/10/22
Payable Date 6/21/22
Div Growth (3yr) -29.20%
Dividend Change -29.2% on 5/26/20
Expected Div 5/25/22
RoC (1yr) 64.06%
RoC (3yr) 72.83%
Tax Dividend Data 2021 2019 - 2021
Income 24.7% 21.6%
ST Gains 0% 0%
QDI 19.0% 17.9%
LT Gains 0% 0%
RoC 75.3% 78.5%
Volume & Liquidity
Average Daily $ (K) $957
Avg Volume 30 day 88,766
Avg Volume 90 day 104,409
Volume Trend -14.98%
Comp Volume Trend -29.79%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
35.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
53.0%
Price Correlation (1yr)
vs. CEFA's Hybrid / Balanced Fund Index
60.0%
Most Correlated Peer (Mk Pr): SCD 57.0%
NAV - Price Correlation (30 d) 80.0%
NAV - Price Correlation (90 d) 95.0%
NAV - Price Correlation (1 Yr) 89.6%
Price St Dev (1Yr) 14.6%
NAV St Dev (1Yr) 12.2%
Earnings
Earnings / Share (11/30/21) $0.015
Earn Coverage 19.13%
Earnings Trend Down
UNII / Share (11/30/21) $-0.045
Rel UNII -26.90
UNII Trend Down
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.62
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.06
NAV Beta (2yr)
vs. CEFA's Hybrid / Balanced Fund Index
0.75

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

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