AlwaysSunnyREIT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADC Agree Realty Corporation | Real Estate | 16.67% |
AMT American Tower Corporation | Real Estate | 16.67% |
DLR Digital Realty Trust, Inc. | Real Estate | 16.67% |
NNN National Retail Properties, Inc. | Real Estate | 16.67% |
O Realty Income Corporation | Real Estate | 16.67% |
STAG STAG Industrial, Inc. | Real Estate | 16.67% |
Performance
Performance Chart
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
The earliest data available for this chart is Apr 15, 2011, corresponding to the inception date of STAG
Returns By Period
As of Jul 25, 2024, the AlwaysSunnyREIT returned 6.56% Year-To-Date and 11.50% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| AlwaysSunnyREIT | 5.95% | 8.61% | 9.58% | 12.29% | 6.41% | 11.45% |
| Portfolio components: | ||||||
O Realty Income Corporation | 2.84% | 9.43% | 7.43% | -2.29% | 1.44% | 7.67% |
ADC Agree Realty Corporation | 10.65% | 11.62% | 17.12% | 6.68% | 4.39% | 13.57% |
AMT American Tower Corporation | -1.07% | 8.95% | 8.25% | 12.54% | 3.05% | 11.02% |
STAG STAG Industrial, Inc. | 2.46% | 12.84% | 5.92% | 10.56% | 10.08% | 10.66% |
NNN National Retail Properties, Inc. | 7.70% | 8.35% | 12.85% | 9.67% | 2.14% | 6.93% |
DLR Digital Realty Trust, Inc. | 11.35% | 0.33% | 4.64% | 32.57% | 9.61% | 13.09% |
Monthly Returns
The table below presents the monthly returns of AlwaysSunnyREIT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.25% | -0.47% | 2.56% | -5.00% | 4.85% | 2.22% | 5.95% | ||||||
| 2023 | 7.97% | -6.69% | -1.11% | 0.18% | -2.51% | 4.30% | 2.01% | -2.78% | -8.69% | 1.75% | 11.68% | 5.13% | 9.81% |
| 2022 | -9.60% | -6.20% | 6.17% | -1.33% | -0.87% | -1.55% | 7.62% | -6.11% | -12.84% | 4.35% | 6.25% | -2.30% | -17.30% |
| 2021 | -2.14% | 1.85% | 5.57% | 7.72% | -0.69% | 1.85% | 5.98% | 2.00% | -9.44% | 8.45% | -1.42% | 8.13% | 29.74% |
| 2020 | 4.41% | -6.58% | -14.29% | 8.89% | 0.25% | 6.04% | 5.06% | -0.84% | -3.54% | -2.80% | 2.87% | 3.86% | 1.00% |
| 2019 | 8.82% | 1.05% | 7.49% | -3.03% | 2.22% | -0.37% | 0.63% | 6.94% | 1.16% | 3.69% | -3.83% | -0.48% | 26.11% |
| 2018 | -4.12% | -6.81% | 4.92% | -0.72% | 5.92% | 3.36% | 3.35% | 4.13% | -4.43% | 2.56% | 6.01% | -3.30% | 10.20% |
| 2017 | 1.74% | 5.86% | -0.98% | 2.53% | -1.62% | 0.71% | 3.13% | 3.66% | -1.65% | -1.12% | 2.10% | 1.38% | 16.59% |
| 2016 | 3.51% | 1.50% | 9.44% | -1.26% | 5.37% | 13.25% | 2.84% | -4.62% | 1.03% | -4.75% | -5.22% | 4.07% | 26.12% |
| 2015 | 8.49% | -5.13% | -0.41% | -5.14% | -0.92% | -2.17% | 3.32% | -6.50% | 4.16% | 10.34% | -0.04% | 1.23% | 5.88% |
| 2014 | 4.98% | 6.90% | -1.44% | 1.11% | 3.80% | 2.19% | 0.31% | 3.06% | -6.62% | 11.59% | 1.71% | 0.16% | 30.19% |
| 2013 | 4.52% | 3.34% | 2.57% | 6.97% | -5.21% | -5.84% | 0.02% | -6.14% | 3.90% | 3.46% | -3.73% | -0.55% | 2.18% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AlwaysSunnyREIT is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
O Realty Income Corporation | -0.18 | -0.12 | 0.99 | -0.11 | -0.27 |
ADC Agree Realty Corporation | 0.25 | 0.48 | 1.06 | 0.16 | 0.38 |
AMT American Tower Corporation | 0.65 | 1.15 | 1.14 | 0.36 | 1.57 |
STAG STAG Industrial, Inc. | 0.34 | 0.64 | 1.07 | 0.25 | 1.00 |
NNN National Retail Properties, Inc. | 0.40 | 0.69 | 1.08 | 0.27 | 0.87 |
DLR Digital Realty Trust, Inc. | 1.00 | 1.50 | 1.19 | 0.87 | 5.24 |
Dividends
Dividend yield
AlwaysSunnyREIT granted a 4.15% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AlwaysSunnyREIT | 4.15% | 4.25% | 4.25% | 3.22% | 3.83% | 3.42% | 3.89% | 3.82% | 3.97% | 4.83% | 4.35% | 5.06% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.38% | 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 | 4.36% | 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 | 3.13% | 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. | 3.74% | 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. | 5.01% | 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. | 3.31% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 3.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.58% | Feb 24, 2020 | 21 | Mar 23, 2020 | 268 | Apr 15, 2021 | 289 |
| -28.45% | Jan 3, 2022 | 198 | Oct 14, 2022 | — | — | — |
| -21.58% | May 22, 2013 | 62 | Aug 19, 2013 | 230 | Jul 18, 2014 | 292 |
| -19.73% | Jan 27, 2015 | 157 | Sep 9, 2015 | 102 | Feb 4, 2016 | 259 |
| -16.99% | Aug 2, 2016 | 72 | Nov 10, 2016 | 107 | Apr 18, 2017 | 179 |
Volatility
Volatility Chart
The current AlwaysSunnyREIT volatility is 3.92%, 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.
Diversification
Asset Correlations Table
| AMT | DLR | STAG | ADC | NNN | O | |
|---|---|---|---|---|---|---|
| AMT | 1.00 | 0.53 | 0.47 | 0.43 | 0.46 | 0.51 |
| DLR | 0.53 | 1.00 | 0.51 | 0.43 | 0.49 | 0.52 |
| STAG | 0.47 | 0.51 | 1.00 | 0.57 | 0.59 | 0.60 |
| ADC | 0.43 | 0.43 | 0.57 | 1.00 | 0.65 | 0.66 |
| NNN | 0.46 | 0.49 | 0.59 | 0.65 | 1.00 | 0.82 |
| O | 0.51 | 0.52 | 0.60 | 0.66 | 0.82 | 1.00 |