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    Virtus Intl Real Estate Securities A (PXRAX)

    6.70 Up 0.04(0.60%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):38.66%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPXRAXCategory
    Alpha (against Standard Index)0.431.39
    Beta (against Standard Index)0.950.90
    Mean Annual Return1.171.20
    R-squared (against Standard Index)57.4353.70
    Standard Deviation13.1412.98
    Sharpe Ratio1.071.12
    Treynor Ratio14.7916.25
    5 Years
    StatisticPXRAXCategory
    Alpha (against Standard Index)0.620.99
    Beta (against Standard Index)1.030.99
    Mean Annual Return0.970.96
    R-squared (against Standard Index)77.2676.01
    Standard Deviation17.1016.48
    Sharpe Ratio0.680.71
    Treynor Ratio10.2511.11
    10 Years
    StatisticPXRAXCategory
    Alpha (against Standard Index)N/A-0.81
    Beta (against Standard Index)N/A1.14
    Mean Annual ReturnN/A0.67
    R-squared (against Standard Index)N/A73.34
    Standard DeviationN/A21.99
    Sharpe RatioN/A0.30
    Treynor RatioN/A3.73