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Портфель недвижимости REIT

Last updated Sep 23, 2023

Asset Allocation


O 25%SPG 25%KIM 25%REG 25%EquityEquity
PositionCategory/SectorWeight
O
Realty Income Corporation
Real Estate25%
SPG
Simon Property Group, Inc.
Real Estate25%
KIM
Kimco Realty Corporation
Real Estate25%
REG
Regency Centers Corporation
Real Estate25%

Performance

The chart shows the growth of an initial investment of $10,000 in Портфель недвижимости REIT, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
0.91%
8.61%
Портфель недвижимости REIT
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Портфель недвижимости REIT returned -7.39% Year-To-Date and 5.78% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
Портфель недвижимости REIT-2.47%1.01%-7.39%7.71%3.80%5.74%
O
Realty Income Corporation
-8.10%-13.35%-15.98%-12.37%3.51%7.66%
SPG
Simon Property Group, Inc.
2.61%11.56%-0.27%31.92%-3.47%2.35%
KIM
Kimco Realty Corporation
-4.31%0.68%-13.38%-1.43%6.63%3.52%
REG
Regency Centers Corporation
0.02%6.36%0.39%15.82%3.15%6.13%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

OSPGREGKIM
O1.000.560.590.58
SPG0.561.000.640.70
REG0.590.641.000.69
KIM0.580.700.691.00

Sharpe Ratio

The current Портфель недвижимости REIT Sharpe ratio is 0.17. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.17

The Sharpe ratio of Портфель недвижимости REIT 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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.17
0.81
Портфель недвижимости REIT
Benchmark (^GSPC)
Portfolio components

Dividend yield

Портфель недвижимости REIT granted a 5.48% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Портфель недвижимости REIT5.48%4.82%3.80%5.82%5.53%6.39%5.87%5.17%5.06%5.21%6.69%6.04%
O
Realty Income Corporation
5.87%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
SPG
Simon Property Group, Inc.
6.58%6.16%4.08%8.19%6.95%6.17%5.73%5.26%4.62%4.21%4.83%4.22%
KIM
Kimco Realty Corporation
5.20%4.11%2.97%4.00%6.31%9.44%7.98%5.78%5.37%5.52%6.83%6.64%
REG
Regency Centers Corporation
4.28%4.17%3.47%5.82%4.36%4.61%3.84%3.79%3.82%4.07%5.71%5.81%

Expense Ratio

The Портфель недвижимости REIT 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
O
Realty Income Corporation
-0.69
SPG
Simon Property Group, Inc.
0.88
KIM
Kimco Realty Corporation
-0.23
REG
Regency Centers Corporation
0.47

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-20.77%
-9.93%
Портфель недвижимости REIT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Портфель недвижимости REIT. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Портфель недвижимости REIT is 71.50%, recorded on Mar 6, 2009. It took 763 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.5%Feb 8, 2007523Mar 6, 2009763Mar 15, 20121286
-59.29%Aug 2, 2016925Apr 3, 2020292Jun 2, 20211217
-29.01%Jan 5, 2022185Sep 29, 2022
-21.39%May 16, 201378Sep 5, 2013252Sep 5, 2014330
-21.23%Apr 2, 200426May 10, 200477Aug 30, 2004103

Volatility Chart

The current Портфель недвижимости REIT volatility is 4.25%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.25%
3.41%
Портфель недвижимости REIT
Benchmark (^GSPC)
Portfolio components