CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

Go to AICA CEF/BDC Screener Learn More @ www.AICalliance.org

Virtus Total Return Fund (ZTR)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of Sept. 18, 2020
Current
Market Price $8.04 (+ $0.01)
NAV (Sept. 18, 2020) $8.83 (- $0.11)
Premium / Discount -8.95% (+1.23%)
Fund Info
Inception Sept. 30, 1988
Sponsor Virtus Investment Advisers
Website https://www.virtus.com...
Phone 1-800-272-2700
NAV Symbol XZTRX
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
All Sector Equity CEF Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 47,423,797
Total Assets (Reported: May 31, 2020) $570M
Estimated Total Assets $568M
Net Assets $419M
Market Cap $381M
Purchases Turnover 44.16%
Sales Turnover 53.79%
Total Leverage 26.27%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.27%
Non Lev Exp Ratio 1.38%
Rel Lev Cost 2.45%
Discount Data
Average Discount (3 Yr) 1.95%
Discount Low(3 Yr) -29.76%
Discount High(3 Yr) 13.39%
Discount Rel Range 48.24%
Comp Discount 1.62
Discount St Dev (1Yr) 7.29
Z-Stat
Z-Stat (6mo) -0.71
Z-Stat (1Yr) -1.23
Z-Stat (3Yr) -1.87
Comp Z-Stat (6mo) -0.56
Comp Z-Stat (3Yr) -1.19
Distribution Data
Market Yield 11.94%
Income Yield 2.24%
Lev Adj NAV Yield 8.61%
Distribution Frequency M
Current Distribution $0.080
Current Income $0.015
Ex-Date 9/10/20
Payable Date 9/18/20
Div Growth (3yr) -29.20%
Dividend Change -29.2% on 5/26/20
Expected Div 9/23/20
RoC (1yr) 68.46%
RoC (3yr) 65.54%
Tax Dividend Data 2019 2017 - 2019
Income 21.8% 39.5%
ST Gains 0% 0%
QDI 17.6% 28.0%
LT Gains 0% 7.9%
RoC 78.2% 52.6%
Volume & Liquidity
Average Daily $ (M) $1,007
Avg Volume 30 day 139,003
Avg Volume 90 day 125,251
Volume Trend 10.98%
Comp Volume Trend 8.94%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
90.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
96.0%
Price Correlation (1yr)
vs. CEFA's Hybrid / Balanced Fund Index
97.0%
Most Correlated Peer (Mk Pr): CHW 96.0%
NAV - Price Correlation (30 d) 67.7%
NAV - Price Correlation (90 d) -8.2%
NAV - Price Correlation (1 Yr) 96.0%
Price St Dev (1Yr) 50.4%
NAV St Dev (1Yr) 32.1%
Earnings
Earnings / Share (5/31/20) $0.010
Earn Coverage 12.13%
Earnings Trend Up
UNII / Share (5/31/20) $-0.029
Rel UNII -16.28
UNII Trend Down
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
1.04
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.37
NAV Beta (2yr)
vs. CEFA's Hybrid / Balanced Fund Index
1.15

DISCLOSURES:

CEFData.com makes data for the universe of closed-end funds (CEFs) and business development companies (BDCs) available to its users. This material is not intended to be relied upon as investment advice or recommendations, does not constitute a solicitation to buy or sell securities and should not be considered specific legal, investment or tax advice. This site does not list all the risks associated with each fund. Investors should contact a fund’s sponsor for fund-specific risk information and/or contact a financial advisor before investing.

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.

This material is presented for informational purposes only. Under no circumstances is it to be considered an offer to sell, or a solicitation to buy any investment referred to on this page. While the information contained herein is from sources believed reliable, we do not represent that it is accurate or complete and it should not be relied upon as such. Past performance is not necessarily indicative of future results. All investments involve risk including the loss of principal. Returns are presented gross of investment management fees and other appropriate fees (i.e. commissions, custodial fees, etc.).

© Closed-End Fund Advisors Inc.(CEFadvisors) and CEFdata.com 2019. All rights reserved. Any copying, republication or redistribution of CEFadvisors, CEFdata.com, content, including by caching, framing or similar means, is expressly prohibited without the prior written consent of CEFAdvisors. CEFAdvisors shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.