MarketPeel
Insider Trading Intelligence
JM

John R. Mallin

ZTR
DIRECTOR · VIRTUS TOTAL RETURN FUND INC. · CIK 0001797770
FILING MIX · LIFETIME100%/0%
BUYS
4
SELLS
0
TOTAL VALUE
$216.5K
COMPANIES
2
ACTIVE SINCE
Mar 2020
HOLDINGS NOW
16,429
AVG SELL PX
TRADE KIND
SHOWING 4 / 4
Trades · vs SPY
Loading price series…
Performance · forward returns vs SPY
3 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by John R. Mallin, 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+33.33%-10.03%-5.91%-4.12%-4.89%
14d3+33.33%-14.47%-5.77%-8.70%-7.48%
30d3+0.00%-9.16%-3.19%-5.97%-10.88%
60d3+33.33%+4.24%+1.75%+2.49%-7.38%
90d3+33.33%+5.28%+3.89%+1.39%-3.57%
180d3+0.00%-8.82%+9.72%-18.53%-14.89%
1y3+66.67%-4.80%+22.48%-27.27%-31.94%
2y3+66.67%+10.19%+53.16%-42.97%-32.53%
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
ZTR · 13,914 shares · as of Sep 21, 2022
03,4796,95710,43613,91420212022SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2020
2021
2021
2021
2021
2022
2022
2022
2022
FLOW · 4 buys / 0 sellsCOVERAGE · 12 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
EDF
VIRTUS STONE HARBOR EMERGING MARKETS INCOME FUND
PURCHASE
2,515$4.13$10.4K2,515Nov 30, 2022Dec 1, 2022View →
ZTR
VIRTUS TOTAL RETURN FUND INC.
PURCHASE
3,479$6.96$24.2K13,914Sep 21, 2022Sep 23, 2022View →
ZTR
VIRTUS TOTAL RETURN FUND INC.
PURCHASEGRANT
Stock grant
9,425$9.65$90.9K10,435Mar 10, 2020Mar 11, 2020View →
ZTR
VIRTUS TOTAL RETURN FUND INC.
PURCHASE
9,425$9.65$90.9K10,435Mar 10, 2020Mar 24, 2020View →
Other insiders · ZTR
Loading peer insiders…
About this filer
CIK 0001797770
ROLE
Director
PRIMARY
ZTR
COMPANIES
2
ACTIVE SINCE
Mar 2020
MARKETPEEL · /INSIDER/0001797770DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
FREE · DAILY · 6 AM ET

One short email. Insider buys, congressional trades, and plain-English analysis.

Feedback