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R. Keith Walton

VGI
DIRECTOR · VIRTUS GLOBAL MULTI-SECTOR INCOME FUND · CIK 0001281287
FILING MIX · LIFETIME100%/0%
BUYS
3
SELLS
0
TOTAL VALUE
$43.2K
COMPANIES
3
ACTIVE SINCE
Feb 2020
HOLDINGS NOW
4,639
AVG SELL PX
TRADE KIND
SHOWING 3 / 3
Trades · vs SPY
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Performance · forward returns vs SPY
3 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by R. Keith Walton, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d3+66.67%-0.42%+0.14%-0.56%+0.04%
14d3+0.00%-13.06%-8.46%-4.61%-5.92%
30d3+0.00%-21.81%-13.38%-8.43%-8.09%
60d3+0.00%-17.90%-4.77%-13.13%-13.32%
90d3+0.00%-16.57%-5.02%-11.55%-12.24%
180d3+0.00%-14.07%+4.61%-18.68%-14.86%
1y3+33.33%-6.26%+14.08%-20.35%-23.07%
2y3+33.33%-5.10%+33.86%-38.96%-42.99%
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
Not enough transaction history to chart holdings.
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2020
2021
2021
2021
2021
2022
FLOW · 3 buys / 0 sellsCOVERAGE · 9 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
ACV
VIRTUS DIVERSIFIED INCOME & CONVERTIBLE FUND
PURCHASE
375$28.52$10.7K375Feb 1, 2022Feb 3, 2022View →
ZTR
VIRTUS TOTAL RETURN FUND INC.
PURCHASE
1,500$10.99$16.5K3,014Feb 26, 2020Apr 2, 2020View →
VGI
VIRTUS GLOBAL MULTI-SECTOR INCOME FUND
PURCHASE
1,250$12.84$16.0K1,250Feb 26, 2020Apr 2, 2020View →
Other insiders · VGI
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About this filer
CIK 0001281287
ROLE
Director
PRIMARY
VGI
COMPANIES
3
ACTIVE SINCE
Feb 2020
MARKETPEEL · /INSIDER/0001281287DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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