Портфель недвижимости REIT
Asset Allocation
| Position | Category/Sector | 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
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
The earliest data available for this chart is Oct 18, 1994, corresponding to the inception date of O
Returns By Period
As of Dec 24, 2024, the Портфель недвижимости REIT returned 13.57% Year-To-Date and 5.76% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| Портфель недвижимости REIT | 13.57% | -4.47% | 17.96% | 13.57% | 7.42% | 5.76% |
| Portfolio components: | ||||||
O Realty Income Corporation | -2.86% | -7.32% | 2.89% | -1.52% | -0.93% | 5.77% |
SPG Simon Property Group, Inc. | 26.31% | -4.29% | 18.72% | 26.61% | 9.27% | 4.28% |
KIM Kimco Realty Corporation | 15.02% | -6.73% | 27.45% | 12.64% | 7.58% | 4.00% |
REG Regency Centers Corporation | 14.62% | 0.28% | 22.53% | 15.29% | 8.05% | 5.23% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.83% | 0.01% | 2.77% | -4.50% | 3.49% | 1.49% | 7.57% | 8.15% | 1.47% | -1.22% | 5.15% | 13.57% | |
| 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% | -0.46% | 2.01% | 4.07% | -4.30% | 9.09% | 0.23% | 7.87% | 63.95% |
| 2020 | -3.37% | -7.25% | -40.16% | 15.74% | -3.14% | 12.29% | -7.37% | 4.54% | -3.92% | -5.17% | 25.96% | 3.88% | -22.06% |
| 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% |
| 2013 | 5.91% | 3.72% | 1.11% | 9.64% | -7.72% | -4.33% | 3.85% | -9.30% | 1.32% | 5.98% | -5.71% | -1.08% | 1.42% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Портфель недвижимости REIT is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | -0.09 | -0.01 | 1.00 | -0.06 | -0.20 |
SPG Simon Property Group, Inc. | 1.26 | 1.81 | 1.23 | 2.45 | 7.21 |
KIM Kimco Realty Corporation | 0.59 | 0.94 | 1.12 | 0.46 | 1.47 |
REG Regency Centers Corporation | 0.89 | 1.34 | 1.16 | 0.78 | 2.16 |
Dividends
Dividend yield
Портфель недвижимости REIT provided a 4.61% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.61% | 4.81% | 4.64% | 3.37% | 5.09% | 4.60% | 5.08% | 4.41% | 3.71% | 3.52% | 3.48% | 4.30% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.90% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% | 5.84% |
SPG Simon Property Group, Inc. | 4.73% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
KIM Kimco Realty Corporation | 4.14% | 4.79% | 3.97% | 2.76% | 3.60% | 5.41% | 7.65% | 6.01% | 4.11% | 3.68% | 3.64% | 4.33% |
REG Regency Centers Corporation | 3.68% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% | 2.95% | 4.00% |
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.
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 6.07%.
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 current Портфель недвижимости REIT volatility is 5.22%, 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
| O | SPG | REG | KIM | |
|---|---|---|---|---|
| O | 1.00 | 0.56 | 0.59 | 0.59 |
| SPG | 0.56 | 1.00 | 0.64 | 0.70 |
| REG | 0.59 | 0.64 | 1.00 | 0.69 |
| KIM | 0.59 | 0.70 | 0.69 | 1.00 |