Virtus Duff & Phelps Water Fund
Virtus Strategy Trust

Average annual returns

No trailing-return data available for this share class.

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
17.16%
Sharpe
-1.61
Sortino
-1.52
Max drawdown
-90.90%
Best month
8.02%
Worst month
-15.52%
Beta vs VTSAX
0.74
Correlation
0.54

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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