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    Virtus Intl Real Estate Securities A (PXRAX)

    7.17 0.00(0.00%) Mar 3

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    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)3.703.66
    Beta (against Standard Index)0.840.82
    Mean Annual Return1.111.08
    R-squared (against Standard Index)50.0246.69
    Standard Deviation12.3912.47
    Sharpe Ratio1.071.06
    Treynor Ratio15.6816.27
    5 Years
    StatisticPXRAXCategory
    Alpha (against Standard Index)2.002.66
    Beta (against Standard Index)1.020.96
    Mean Annual Return1.051.06
    R-squared (against Standard Index)74.7173.55
    Standard Deviation17.0416.21
    Sharpe Ratio0.740.80
    Treynor Ratio11.4612.81
    10 Years
    StatisticPXRAXCategory
    Alpha (against Standard Index)N/A0.11
    Beta (against Standard Index)N/A1.13
    Mean Annual ReturnN/A0.69
    R-squared (against Standard Index)N/A72.82
    Standard DeviationN/A21.82
    Sharpe RatioN/A0.32
    Treynor RatioN/A4.14