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Virtus Duff & Phelps Real Estate Securities Fund Class A PHRAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PHRAX | Replication |
|---|---|---|
| Annualized growth | 2.2% | 0.8% |
| Annualized volatility | 18.4% | 18.3% |
| Sharpe ratio | 0.21 | 0.14 |
| Maximum drawdown | 33.5% | 33.8% |
| Replication fit (R²) | 0.97 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model PHRAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VNQ | Sector · Real Estate | 97.8% |
| XLP | Sector · Cons Staples | 2.2% |