RE Concentrated
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GQRE FlexShares Global Quality Real Estate Index Fund | REIT | 14.29% |
IFGL iShares International Developed Real Estate ETF | REIT | 14.29% |
REET iShares Global REIT ETF | REIT | 14.29% |
REM iShares Mortgage Real Estate ETF | REIT | 14.29% |
SRVR Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF | REIT | 14.29% |
VNQ Vanguard Real Estate ETF | REIT | 14.29% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | REIT | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RE Concentrated, 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.
The earliest data available for this chart is May 16, 2018, corresponding to the inception date of SRVR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -1.00% | -4.87% | 8.34% | 14.11% | 10.27% |
| RE Concentrated | 1.22% | -0.26% | -4.51% | 10.19% | 4.12% | N/A |
| Portfolio components: | ||||||
GQRE FlexShares Global Quality Real Estate Index Fund | 0.70% | -0.66% | -3.71% | 10.94% | 5.68% | 2.95% |
REET iShares Global REIT ETF | 0.14% | -1.04% | -5.70% | 11.02% | 6.62% | 3.19% |
REM iShares Mortgage Real Estate ETF | -1.87% | -5.76% | -4.35% | 2.47% | 7.75% | 1.25% |
VNQ Vanguard Real Estate ETF | -1.32% | -3.01% | -7.30% | 13.04% | 6.81% | 5.09% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 7.08% | 4.21% | 1.95% | 9.91% | 2.62% | 0.72% |
SRVR Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF | -0.71% | 1.43% | -8.02% | 13.30% | -0.57% | N/A |
IFGL iShares International Developed Real Estate ETF | 8.83% | 5.13% | 0.45% | 7.39% | 1.66% | -0.06% |
Monthly Returns
The table below presents the monthly returns of RE Concentrated, 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 | 1.27% | 3.24% | -2.52% | -0.68% | 1.22% | ||||||||
| 2024 | -4.41% | 0.41% | 2.92% | -6.47% | 3.88% | -0.11% | 6.42% | 4.68% | 3.79% | -4.41% | 2.24% | -6.39% | 1.42% |
| 2023 | 9.75% | -6.05% | -2.56% | 1.55% | -4.83% | 4.65% | 3.32% | -3.37% | -6.17% | -4.51% | 11.59% | 7.78% | 9.31% |
| 2022 | -6.66% | -3.24% | 4.37% | -5.71% | -2.36% | -8.17% | 7.90% | -6.56% | -14.45% | 2.67% | 8.23% | -4.05% | -26.71% |
| 2021 | -0.79% | 2.52% | 3.78% | 5.74% | 1.50% | 1.72% | 1.78% | 2.09% | -5.32% | 5.16% | -2.55% | 6.02% | 23.18% |
| 2020 | 0.85% | -6.55% | -23.20% | 7.96% | 2.15% | 3.08% | 3.45% | 1.66% | -2.64% | -3.07% | 10.83% | 3.53% | -6.31% |
| 2019 | 10.69% | -0.11% | 4.22% | -0.43% | -1.10% | 2.56% | 0.35% | 1.58% | 2.54% | 1.84% | -0.67% | 2.33% | 25.92% |
| 2018 | 1.43% | 1.21% | 1.35% | 0.57% | -1.90% | -4.45% | 3.44% | -5.55% | -4.18% |
Expense Ratio
RE Concentrated has an expense ratio of 0.34%, placing it in the medium range. 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 RE Concentrated is 39, 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 | |
|---|---|---|---|---|---|
GQRE FlexShares Global Quality Real Estate Index Fund | 0.64 | 0.98 | 1.13 | 0.43 | 2.32 |
REET iShares Global REIT ETF | 0.61 | 0.94 | 1.12 | 0.45 | 1.75 |
REM iShares Mortgage Real Estate ETF | 0.09 | 0.26 | 1.04 | 0.05 | 0.35 |
VNQ Vanguard Real Estate ETF | 0.70 | 1.05 | 1.14 | 0.51 | 2.38 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.61 | 0.97 | 1.12 | 0.35 | 1.22 |
SRVR Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF | 0.67 | 1.01 | 1.14 | 0.35 | 2.30 |
IFGL iShares International Developed Real Estate ETF | 0.40 | 0.68 | 1.08 | 0.20 | 0.69 |
Dividends
Dividend yield
RE Concentrated provided a 4.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.63% | 4.69% | 4.12% | 3.58% | 3.76% | 3.00% | 5.41% | 4.93% | 4.11% | 5.32% | 4.05% | 4.36% |
| Portfolio components: | ||||||||||||
GQRE FlexShares Global Quality Real Estate Index Fund | 3.88% | 3.77% | 2.90% | 2.56% | 2.36% | 2.05% | 4.29% | 3.22% | 1.97% | 4.16% | 2.32% | 2.57% |
REET iShares Global REIT ETF | 3.62% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.11% |
REM iShares Mortgage Real Estate ETF | 9.82% | 9.61% | 9.46% | 11.13% | 7.29% | 7.72% | 8.16% | 10.00% | 9.97% | 10.03% | 11.99% | 14.53% |
VNQ Vanguard Real Estate ETF | 4.18% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.82% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% |
SRVR Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF | 1.72% | 2.00% | 3.69% | 1.70% | 1.19% | 1.58% | 1.61% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% |
IFGL iShares International Developed Real Estate ETF | 4.41% | 4.83% | 1.82% | 2.79% | 3.25% | 2.17% | 7.60% | 4.10% | 4.90% | 7.68% | 3.70% | 3.56% |
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 RE Concentrated. 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 RE Concentrated was 42.93%, occurring on Mar 23, 2020. Recovery took 297 trading sessions.
The current RE Concentrated drawdown is 17.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.93% | Feb 18, 2020 | 25 | Mar 23, 2020 | 297 | May 26, 2021 | 322 |
| -35.18% | Jan 3, 2022 | 456 | Oct 25, 2023 | — | — | — |
| -11.81% | Aug 30, 2018 | 80 | Dec 24, 2018 | 24 | Jan 30, 2019 | 104 |
| -6.84% | Sep 7, 2021 | 18 | Sep 30, 2021 | 60 | Dec 27, 2021 | 78 |
| -3.83% | Jul 11, 2019 | 18 | Aug 5, 2019 | 21 | Sep 4, 2019 | 39 |
Volatility
Volatility Chart
The current RE Concentrated volatility is 9.67%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | REM | SRVR | IFGL | VNQI | VNQ | REET | GQRE | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.61 | 0.61 | 0.59 | 0.64 | 0.64 | 0.66 | 0.69 | 0.72 |
| REM | 0.61 | 1.00 | 0.52 | 0.55 | 0.56 | 0.65 | 0.67 | 0.67 | 0.74 |
| SRVR | 0.61 | 0.52 | 1.00 | 0.57 | 0.59 | 0.82 | 0.77 | 0.78 | 0.85 |
| IFGL | 0.59 | 0.55 | 0.57 | 1.00 | 0.91 | 0.62 | 0.73 | 0.77 | 0.80 |
| VNQI | 0.64 | 0.56 | 0.59 | 0.91 | 1.00 | 0.62 | 0.72 | 0.77 | 0.80 |
| VNQ | 0.64 | 0.65 | 0.82 | 0.62 | 0.62 | 1.00 | 0.96 | 0.93 | 0.93 |
| REET | 0.66 | 0.67 | 0.77 | 0.73 | 0.72 | 0.96 | 1.00 | 0.96 | 0.96 |
| GQRE | 0.69 | 0.67 | 0.78 | 0.77 | 0.77 | 0.93 | 0.96 | 1.00 | 0.97 |
| Portfolio | 0.72 | 0.74 | 0.85 | 0.80 | 0.80 | 0.93 | 0.96 | 0.97 | 1.00 |