Virtus Duff & Phelps Real Estate Securities Fund I
Ticker
PHRIX
ISIN
US92828R552
Price
USD 21.70
Change Today
-0.13 / -0.596 %
Price 1 year ago
16.48 / 31.669 %
Morningstar
4
52 Week Low
16.44
52 Week High
21.83
200 Day Moving Average 19.01
19.01
50-day Moving Average
21.09
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.56 |
| Sortino Ratio | 2.08 |
| Maximum Drawdown | -10.41% |
| Maximum Drawdown Date | 2024-04-17 |
| Calmar Ratio | -2.40 |
1 year
| Parameter | Value |
|---|---|
| Return | 8.77 |
| Volatility | 15.81% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.611% |
| Average Annual Volatility | 30.573% |
| Sharpe Ratio | 0.35 |
| Sortino Ratio | 0.33 |
| Maximum Drawdown | -71.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.16 |
Company information
Summary
The fund normally invests at least 80% of its assets in publicly-traded REITs and companies that are principally engaged in the real estate industry. It offers exposure to the equity real estate investment trust ("REIT") market utilizing utilizing a quality and relative value style with a fundamental security analysis approach designed to identify the most attractive investment candidates.
Market
US
Category
Real Estate
Expense Ratio
1.10%
Fund family
-
Morningstar
4
Yield
0.0208
Exchange
NAS
| Sector | Weight |
|---|---|
| Realestate | 100.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| PLD | Prologis Inc | 8.64% |
| EQIX | Equinix Inc | 7.88% |
| SPG | Simon Property Group Inc | 4.92% |
| SUI | Sun Communities Inc | 4.84% |
| AVB | AvalonBay Communities Inc | 4.63% |
| DRE | Duke Realty Corp | 4.63% |
| MAA | Mid-America Apartment Communities Inc | 4.51% |
| WELL | Welltower Inc | 4.27% |
| CUBE | CubeSmart | 4.25% |
| EXR | Extra Space Storage Inc | 3.69% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| VRREX | Virtus Duff & Phelps Real Estate Securities Fund R6 | US92828R552 | NAS | 5 | |||
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 | |
| XLE | Energy Select Sector SPDR Fund | IE00BWBXM49 | PCX | 0.10% | 5 | +49.37 | |
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XLV | Health Care Select Sector SPDR Fund | IE00BWBXM61 | PCX | 0.10% | 5 | +6.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.