Virtus NFJ Emerging Markets Value 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.)
16.66%
Sharpe
0.65
Sortino
1.05
Max drawdown
-42.78%
Best month
21.12%
Worst month
-15.86%
Beta vs VTIAX
1.01
Correlation
0.73

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

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