Портфель недвижимости REIT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 25% |
SPG Simon Property Group, Inc. | Real Estate | 25% |
KIM Kimco Realty Corporation | Real Estate | 25% |
REG Regency Centers Corporation | Real Estate | 25% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| O | SPG | REG | KIM | |
|---|---|---|---|---|
| O | 1.00 | 0.56 | 0.59 | 0.58 |
| SPG | 0.56 | 1.00 | 0.64 | 0.70 |
| REG | 0.59 | 0.64 | 1.00 | 0.69 |
| KIM | 0.58 | 0.70 | 0.69 | 1.00 |
Dividend yield
Портфель недвижимости REIT granted a 5.48% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель недвижимости REIT | 5.48% | 4.82% | 3.80% | 5.82% | 5.53% | 6.39% | 5.87% | 5.17% | 5.06% | 5.21% | 6.69% | 6.04% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2007 | 523 | Mar 6, 2009 | 763 | Mar 15, 2012 | 1286 |
| -59.29% | Aug 2, 2016 | 925 | Apr 3, 2020 | 292 | Jun 2, 2021 | 1217 |
| -29.01% | Jan 5, 2022 | 185 | Sep 29, 2022 | — | — | — |
| -21.39% | May 16, 2013 | 78 | Sep 5, 2013 | 252 | Sep 5, 2014 | 330 |
| -21.23% | Apr 2, 2004 | 26 | May 10, 2004 | 77 | Aug 30, 2004 | 103 |
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.