Virtus Duff & Phelps Real Estate Securities Fd C (PHRCX)
18.73
+0.17
(+0.92%)
USD |
Mar 31 2025
PHRCX Max Drawdown (5Y): 34.80% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Max Drawdown (5Y) Benchmarks
| American Century Real Estate Fund C | 34.89% |
| NYLI CBRE Real Estate Fund C | 37.19% |
| Macquarie Real Estate Securities Fd C | 33.62% |
| West Loop Realty Fund C | 32.78% |
| PGIM US Real Estate Fund C | 35.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.123 |
| Beta (5Y) | 1.019 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9281 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9666 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.20% |
| Historical Sharpe Ratio (5Y) | 0.3993 |
| Historical Sortino (5Y) | 0.5967 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.30% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:PHRCX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:PHRCX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |