Virtus Real Correlations

PHRCX Fund

USD 18.76 0.10 0.53%

The current 90-days correlation between Virtus Real Estate and Franklin Adjustable Government is 0.01 (i.e., Significant diversification). The correlation of Virtus Real is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Virtus Real Correlation With Market

Good diversification

The correlation between Virtus Real Estate and DJI is -0.19 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Virtus Real Estate and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Virtus Real Estate. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with Virtus Mutual Fund

0.62	DFREX	Dfa Real Estate	Pair Corr
0.65	PIREX	Real Estate Securities	Pair Corr

Moving against Virtus Mutual Fund

0.47	VFFSX	Vanguard 500 Index	Pair Corr
0.47	VFIAX	Vanguard 500 Index	Pair Corr
0.47	VINIX	Vanguard Institutional	Pair Corr
0.45	VSTSX	Vanguard Total Stock	Pair Corr
0.45	VSMPX	Vanguard Total Stock	Pair Corr
0.45	VITSX	Vanguard Total Stock	Pair Corr
0.35	VTISX	Vanguard Total Inter	Pair Corr
0.35	VTSNX	Vanguard Total Inter	Pair Corr
0.35	VTPSX	Vanguard Total Inter	Pair Corr
0.55	PLAAX	Pace Large Growth	Pair Corr
0.55	NUW	Nuveen Amt Free	Pair Corr
0.54	FNDSX	Fidelity Sustainability	Pair Corr
0.51	BXDYX	Barings Active Short	Pair Corr
0.47	FAHAX	Fahax	Pair Corr
0.45	VTSAX	Vanguard Total Stock	Pair Corr
0.44	UPDDX	Upright Growth Income	Pair Corr
0.41	AREMX	One Choice 2055	Pair Corr
0.39	DIFAX	Mfs Diversified Income	Pair Corr
0.37	ALFVX	Lord Abbett Alpha	Pair Corr
0.34	RTIUX	Tax-managed International	Pair Corr
0.33	RTNCX	Tax-managed International	Pair Corr
0.32	VWWYX	Vwwyx	Pair Corr
0.31	ASMOX	Aqr Small Cap	Pair Corr
0.31	FPFZX	Franklin Pennsylvania	Pair Corr
0.31	LMIYX	Lord Abbett Micro	Pair Corr

Related Correlations Analysis

	FAUGX	DNCGX	SMAAX	BIDPX	SSAGX	COMSX	TWTIX
FAUGX		0.94	0.97	0.81	0.99	0.91	0.9	FAUGX
DNCGX	0.94		0.95	0.81	0.94	0.9	0.88	DNCGX
SMAAX	0.97	0.95		0.87	0.96	0.91	0.94	SMAAX
BIDPX	0.81	0.81	0.87		0.79	0.64	0.98	BIDPX
SSAGX	0.99	0.94	0.96	0.79		0.91	0.88	SSAGX
COMSX	0.91	0.9	0.91	0.64	0.91		0.76	COMSX
TWTIX	0.9	0.88	0.94	0.98	0.88	0.76		TWTIX
	FAUGX	DNCGX	SMAAX	BIDPX	SSAGX	COMSX	TWTIX

Risk-Adjusted Indicators

There is a big difference between Virtus Mutual Fund performing well and Virtus Real Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Virtus Real's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FAUGX	0.06	0.01	(0.69)	(0.42)	0.00	(0.24)	0.27	(0.13)	0.54
DNCGX	0.18	0.02	(0.35)	0.43	0.00	(0.24)	0.40	(0.32)	1.05
SMAAX	0.08	0.02	(0.86)	(15.61)	0.00	(0.14)	0.20	(0.10)	0.40
BIDPX	0.11	0.00	(0.62)	0.00	0.00	(0.16)	0.28	(0.19)	0.66
SSAGX	0.05	0.01	0.00	4.52	0.00	0.00	0.10	(0.10)	0.51
COMSX	0.67	0.09	0.06	0.23	0.73	(0.72)	1.64	(1.26)	4.27
TWTIX	0.09	0.01	(0.74)	0.77	0.00	(0.16)	0.19	(0.19)	0.57

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