Virtus Duff & Phelps Real Estate Secs C (PHRCX)
22.97
+0.11 (+0.48%)
USD |
May 24 2022
PHRCX Max Drawdown (5Y): 42.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.06% |
| March 31, 2022 | 42.06% |
| February 28, 2022 | 42.06% |
| January 31, 2022 | 42.06% |
| December 31, 2021 | 42.06% |
| November 30, 2021 | 42.06% |
| October 31, 2021 | 42.06% |
| September 30, 2021 | 42.06% |
| August 31, 2021 | 42.06% |
| July 31, 2021 | 42.06% |
| June 30, 2021 | 42.06% |
| May 31, 2021 | 42.06% |
| April 30, 2021 | 42.06% |
| March 31, 2021 | 42.06% |
| February 28, 2021 | 42.06% |
| January 31, 2021 | 42.06% |
| December 31, 2020 | 42.06% |
| November 30, 2020 | 42.06% |
| October 31, 2020 | 42.06% |
| September 30, 2020 | 42.06% |
| August 31, 2020 | 42.06% |
| July 31, 2020 | 42.06% |
| June 30, 2020 | 42.06% |
| May 31, 2020 | 42.06% |
| April 30, 2020 | 42.06% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.06% |
| February 29, 2020 | 17.62% |
| January 31, 2020 | 17.62% |
| December 31, 2019 | 17.62% |
| November 30, 2019 | 17.62% |
| October 31, 2019 | 17.62% |
| September 30, 2019 | 17.62% |
| August 31, 2019 | 17.62% |
| July 31, 2019 | 17.62% |
| June 30, 2019 | 17.62% |
| May 31, 2019 | 17.62% |
| April 30, 2019 | 17.62% |
| March 31, 2019 | 17.62% |
| February 28, 2019 | 17.62% |
| January 31, 2019 | 17.62% |
| December 31, 2018 | 17.62% |
| November 30, 2018 | 17.62% |
| October 31, 2018 | 17.62% |
| September 30, 2018 | 17.62% |
| August 31, 2018 | 17.62% |
| July 31, 2018 | 17.62% |
| June 30, 2018 | 17.62% |
| May 31, 2018 | 17.66% |
| April 30, 2018 | 17.66% |
| March 31, 2018 | 17.66% |
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
17.62%
Minimum
Jun 2018
42.06%
Maximum
Mar 2020
28.22%
Average
17.66%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| MainStay CBRE Real Estate C | 45.27% |
| Columbia Real Estate Equity C | 41.46% |
| BlackRock Real Estate Securities Inv C | 41.97% |
| Delaware Ivy Securian Real Estt Secs C | 40.70% |
| PGIM US Real Estate C | 43.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6316 |
| Beta (5Y) | 0.8437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.66% |
| Historical Sharpe Ratio (5Y) | 0.5062 |
| Historical Sortino (5Y) | 0.4717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.78% |