PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

AlwaysSunnyREIT

Last updated Mar 2, 2024

Asset Allocation


O 16.67%ADC 16.67%AMT 16.67%STAG 16.67%NNN 16.67%DLR 16.67%EquityEquity
PositionCategory/SectorWeight
O
Realty Income Corporation
Real Estate

16.67%

ADC
Agree Realty Corporation
Real Estate

16.67%

AMT
American Tower Corporation
Real Estate

16.67%

STAG
STAG Industrial, Inc.
Real Estate

16.67%

NNN
National Retail Properties, Inc.
Real Estate

16.67%

DLR
Digital Realty Trust, Inc.
Real Estate

16.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AlwaysSunnyREIT, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
367.23%
289.27%
AlwaysSunnyREIT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 15, 2011, corresponding to the inception date of STAG

Returns

As of Mar 2, 2024, the AlwaysSunnyREIT returned -3.22% Year-To-Date and 11.08% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
AlwaysSunnyREIT-3.22%1.07%5.51%5.67%5.69%11.08%
O
Realty Income Corporation
-8.14%-3.48%-4.26%-13.88%-0.46%6.69%
ADC
Agree Realty Corporation
-9.38%-4.70%-5.49%-15.82%1.17%10.83%
AMT
American Tower Corporation
-6.54%3.12%13.64%5.64%4.95%11.85%
STAG
STAG Industrial, Inc.
-3.80%1.91%3.84%16.65%11.09%10.03%
NNN
National Retail Properties, Inc.
-3.04%2.18%8.26%-4.50%0.38%6.23%
DLR
Digital Realty Trust, Inc.
11.90%7.22%16.13%52.31%9.50%15.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.25%-0.51%
2023-2.78%-8.69%1.75%11.68%5.13%

Sharpe Ratio

The current AlwaysSunnyREIT Sharpe ratio is 0.38. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.38

The Sharpe ratio of AlwaysSunnyREIT is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.38
2.44
AlwaysSunnyREIT
Benchmark (^GSPC)
Portfolio components

Dividend yield

AlwaysSunnyREIT granted a 4.48% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AlwaysSunnyREIT4.48%4.25%4.25%3.22%3.83%3.42%3.89%3.82%3.97%4.83%4.35%5.06%
O
Realty Income Corporation
5.87%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
ADC
Agree Realty Corporation
5.19%4.64%3.95%3.65%3.61%3.25%3.65%3.94%4.17%5.43%5.60%5.65%
AMT
American Tower Corporation
3.20%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
STAG
STAG Industrial, Inc.
3.92%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%
NNN
National Retail Properties, Inc.
5.45%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%5.28%
DLR
Digital Realty Trust, Inc.
3.24%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%

Expense Ratio

The AlwaysSunnyREIT has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
AlwaysSunnyREIT
0.38
O
Realty Income Corporation
-0.66
ADC
Agree Realty Corporation
-0.80
AMT
American Tower Corporation
0.27
STAG
STAG Industrial, Inc.
0.85
NNN
National Retail Properties, Inc.
-0.18
DLR
Digital Realty Trust, Inc.
1.74

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AMTDLRADCSTAGNNNO
AMT1.000.530.430.470.460.51
DLR0.531.000.440.510.490.52
ADC0.430.441.000.570.650.65
STAG0.470.510.571.000.590.60
NNN0.460.490.650.591.000.82
O0.510.520.650.600.821.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-12.12%
0
AlwaysSunnyREIT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AlwaysSunnyREIT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AlwaysSunnyREIT was 37.58%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.

The current AlwaysSunnyREIT drawdown is 12.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.58%Feb 24, 202021Mar 23, 2020268Apr 15, 2021289
-28.45%Jan 3, 2022198Oct 14, 2022
-21.58%May 22, 201362Aug 19, 2013230Jul 18, 2014292
-19.73%Jan 27, 2015157Sep 9, 2015102Feb 4, 2016259
-16.99%Aug 2, 201672Nov 10, 2016107Apr 18, 2017179

Volatility Chart

The current AlwaysSunnyREIT volatility is 5.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
5.36%
3.47%
AlwaysSunnyREIT
Benchmark (^GSPC)
Portfolio components
0 comments