Summary
PFFA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.50% Volatility 10.07% Sharpe 0.21
Official loaded data — not a live quote.

VIRTUS INFRACAP U.S. PREFERRED STOCK ETF

Symbol: PFFA

Exchange: NYSE

Sector: Healthcare

Category: Preferred Stock

Inception date: 15/05/2018

Latest date: 16/07/2026

Current price: $20.94

Expense ratio: 2.11%

Assets under management
$2.4B
-0.76% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-1.12%

Ann. -27.79% (Sharpe / Sortino numerator)

Volatility

11.68%

Sharpe ratio

-2.690

VaR 95%

-1.07%

CVaR 95%: -1.53%
Max drawdown: -5.11%
Sortino ratio: -3.748
Calmar ratio: -5.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.91%

Ann. -13.34% (Sharpe / Sortino numerator)

Volatility

8.88%

Sharpe ratio

-1.911

VaR 95%

-1.06%

CVaR 95%: -1.31%
Max drawdown: -7.26%
Sortino ratio: -2.475
Calmar ratio: -1.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.13%

Ann. -3.73% (Sharpe / Sortino numerator)

Volatility

7.33%

Sharpe ratio

-1.004

VaR 95%

-0.78%

CVaR 95%: -1.13%
Max drawdown: -7.26%
Sortino ratio: -1.302
Calmar ratio: -0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.50%

Ann. 5.71% (Sharpe / Sortino numerator)

Volatility

10.07%

Sharpe ratio

0.206

VaR 95%

-0.81%

CVaR 95%: -1.72%
Max drawdown: -7.26%
Sortino ratio: 0.218
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.47%

Ann. 8.69% (Sharpe / Sortino numerator)

Volatility

9.22%

Sharpe ratio

0.549

VaR 95%

-0.79%

CVaR 95%: -1.46%
Max drawdown: -12.15%
Sortino ratio: 0.631
Calmar ratio: 0.72

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

42.16%

Ann. 12.34% (Sharpe / Sortino numerator)

Volatility

10.06%

Sharpe ratio

0.866

VaR 95%

-0.95%

CVaR 95%: -1.53%
Max drawdown: -12.15%
Sortino ratio: 1.088
Calmar ratio: 1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

1.349%

08/04/2026
Worst day

-1.969%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $21.10 $21.11 $20.93 $20.94 823,700
15/07/2026 $21.03 $21.14 $21.00 $21.14 652,800
14/07/2026 $20.90 $21.02 $20.90 $20.99 571,300
13/07/2026 $20.94 $21.05 $20.83 $20.87 674,300
10/07/2026 $20.97 $21.02 $20.87 $20.95 581,600
09/07/2026 $20.95 $20.97 $20.84 $20.97 681,100
08/07/2026 $20.90 $20.90 $20.69 $20.90 1,296,300
07/07/2026 $21.00 $21.09 $20.85 $20.91 1,327,800
06/07/2026 $20.78 $21.02 $20.78 $20.99 1,069,300
02/07/2026 $20.77 $20.89 $20.72 $20.79 858,400