Портфель недвижимости REIT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
KIM Kimco Realty Corporation | Real Estate | 25% |
O Realty Income Corporation | Real Estate | 25% |
REG Regency Centers Corporation | Real Estate | 25% |
SPG Simon Property Group, Inc. | Real Estate | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 18, 1994, corresponding to the inception date of O
Returns By Period
As of May 11, 2025, the Портфель недвижимости REIT returned -1.68% Year-To-Date and 5.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Портфель недвижимости REIT | -1.68% | 6.64% | -5.02% | 17.02% | 19.85% | 5.98% |
| Portfolio components: | ||||||
O Realty Income Corporation | 8.70% | 5.18% | 1.41% | 8.96% | 7.45% | 7.58% |
SPG Simon Property Group, Inc. | -4.06% | 10.49% | -6.64% | 16.07% | 31.61% | 3.93% |
KIM Kimco Realty Corporation | -10.09% | 5.31% | -14.66% | 14.69% | 20.31% | 3.47% |
REG Regency Centers Corporation | -1.15% | 5.79% | -0.63% | 26.36% | 17.21% | 5.15% |
Monthly Returns
The table below presents the monthly returns of Портфель недвижимости REIT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.81% | 4.33% | -3.32% | -3.27% | 1.58% | -1.68% | |||||||
| 2024 | -4.83% | 0.01% | 2.77% | -4.50% | 3.49% | 1.49% | 7.57% | 8.15% | 1.47% | -1.22% | 5.15% | -5.24% | 13.99% |
| 2023 | 7.33% | -6.03% | -3.31% | -0.12% | -6.22% | 8.05% | 4.79% | -7.05% | -5.65% | 0.10% | 9.95% | 10.77% | 10.58% |
| 2022 | -4.23% | -5.51% | 4.35% | -2.69% | -2.96% | -10.63% | 10.91% | -5.93% | -11.78% | 14.34% | 7.18% | -2.78% | -12.60% |
| 2021 | 4.45% | 13.04% | 3.43% | 10.43% | 1.92% | -0.45% | 2.01% | 4.07% | -4.30% | 9.09% | 1.02% | 7.86% | 65.26% |
| 2020 | -3.37% | -7.25% | -40.16% | 15.74% | -3.13% | 12.29% | -7.37% | 4.54% | -3.91% | -5.17% | 25.96% | 3.89% | -22.03% |
| 2019 | 11.15% | 1.60% | 4.00% | -3.56% | -1.50% | 1.20% | 1.93% | -1.71% | 7.48% | 1.30% | -1.69% | -2.76% | 17.75% |
| 2018 | -8.15% | -6.16% | 1.03% | 0.48% | 3.99% | 6.11% | 2.50% | 4.44% | -2.54% | 1.46% | 3.05% | -6.68% | -1.72% |
| 2017 | 1.90% | 0.91% | -5.86% | -4.35% | -6.82% | 3.23% | 4.75% | -0.93% | -0.42% | -3.98% | 5.52% | 2.83% | -4.12% |
| 2016 | 3.31% | 1.17% | 7.52% | -2.77% | 1.42% | 11.51% | 3.14% | -5.77% | -2.34% | -8.90% | -4.80% | 1.38% | 3.13% |
| 2015 | 10.19% | -4.91% | 3.02% | -8.25% | -0.26% | -4.85% | 9.17% | -5.95% | 4.90% | 8.61% | -2.22% | 3.05% | 10.79% |
| 2014 | 5.34% | 6.86% | -1.92% | 5.23% | 1.44% | 1.85% | -1.39% | 4.27% | -6.05% | 12.52% | 1.76% | 1.81% | 35.16% |
Expense Ratio
Портфель недвижимости REIT 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Портфель недвижимости REIT is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.53 | 0.79 | 1.10 | 0.36 | 0.97 |
SPG Simon Property Group, Inc. | 0.57 | 0.96 | 1.14 | 0.65 | 2.33 |
KIM Kimco Realty Corporation | 0.61 | 1.01 | 1.13 | 0.57 | 1.48 |
REG Regency Centers Corporation | 1.37 | 1.88 | 1.25 | 1.55 | 6.59 |
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Dividends
Dividend yield
Портфель недвижимости REIT provided a 4.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.79% | 4.47% | 4.81% | 4.64% | 4.14% | 5.13% | 4.60% | 5.08% | 4.41% | 3.71% | 3.52% | 3.48% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.60% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
SPG Simon Property Group, Inc. | 5.06% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% |
KIM Kimco Realty Corporation | 4.71% | 4.14% | 4.79% | 3.97% | 2.76% | 3.60% | 5.41% | 7.65% | 6.01% | 4.11% | 3.68% | 3.64% |
REG Regency Centers Corporation | 3.80% | 3.67% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% | 2.95% |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Портфель недвижимости REIT. 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 Портфель недвижимости REIT was 71.55%, occurring on Mar 6, 2009. Recovery took 764 trading sessions.
The current Портфель недвижимости REIT drawdown is 7.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.55% | Feb 8, 2007 | 523 | Mar 6, 2009 | 764 | Mar 16, 2012 | 1287 |
| -59.34% | Aug 2, 2016 | 925 | Apr 3, 2020 | 296 | Jun 8, 2021 | 1221 |
| -29.01% | Jan 5, 2022 | 185 | Sep 29, 2022 | 453 | Jul 22, 2024 | 638 |
| -21.4% | May 16, 2013 | 78 | Sep 5, 2013 | 252 | Sep 5, 2014 | 330 |
| -21.34% | Apr 2, 2004 | 26 | May 10, 2004 | 81 | Sep 3, 2004 | 107 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | O | SPG | REG | KIM | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.42 | 0.47 | 0.46 | 0.46 | 0.52 |
| O | 0.42 | 1.00 | 0.56 | 0.59 | 0.59 | 0.79 |
| SPG | 0.47 | 0.56 | 1.00 | 0.64 | 0.70 | 0.85 |
| REG | 0.46 | 0.59 | 0.64 | 1.00 | 0.69 | 0.85 |
| KIM | 0.46 | 0.59 | 0.70 | 0.69 | 1.00 | 0.87 |
| Portfolio | 0.52 | 0.79 | 0.85 | 0.85 | 0.87 | 1.00 |