Asian Real Estate Developers

The chart shows the growth of an initial investment of $10,000 in Asian Real Estate Developers, 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 Every 3 months.

Based on dividend-adjusted daily data since Jun 28, 2019, Asian Real Estate Developers's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +12.5%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Asian Real Estate Developers closed higher 51% of trading days. The best single day was Apr 8, 2026 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -6.0%.

Asian Real Estate Developers has an annualized alpha of 3.24%, beta of 0.27, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since June 28, 2019.

• This portfolio participated in 52.17% of S&P 500 Index downside but only 40.56% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.27 may look defensive, but with R2 of 0.13 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.13 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Asian Real Estate Developers has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Asian Real Estate Developers ranks 60 for risk / return — better than 60% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Asian Real Estate Developers Sharpe ratio is 2.22 as of Jun 19, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.55, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Asian Real Estate Developers compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Asian Real Estate Developers provided a 2.47% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Asian Real Estate Developers. 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 Asian Real Estate Developers was 27.87%, occurring on Mar 23, 2020. Recovery took 473 trading sessions.

The current Asian Real Estate Developers drawdown is 6.99%.

The chart below shows the rolling one-month volatility.