reit_15
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADC Agree Realty Corporation | Real Estate | 7.14% |
ARE Alexandria Real Estate Equities, Inc. | Real Estate | 7.14% |
CUBE CubeSmart | Real Estate | 7.14% |
EGP EastGroup Properties, Inc. | Real Estate | 7.14% |
EPRT Essential Properties Realty Trust, Inc. | Real Estate | 7.14% |
EXR Extra Space Storage Inc. | Real Estate | 7.14% |
FR First Industrial Realty Trust, Inc. | Real Estate | 7.14% |
NNN National Retail Properties, Inc. | Real Estate | 7.14% |
NSA National Storage Affiliates Trust | Real Estate | 7.14% |
O Realty Income Corporation | Real Estate | 7.14% |
PLD Prologis, Inc. | Real Estate | 7.14% |
PSA Public Storage | Real Estate | 7.14% |
STAG STAG Industrial, Inc. | Real Estate | 7.14% |
TRNO Terreno Realty Corporation | Real Estate | 7.14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in reit_15, 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 Jun 21, 2018, corresponding to the inception date of EPRT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| reit_15 | 4.87% | -4.04% | 9.93% | 21.99% | 7.81% | N/A |
| Portfolio components: | ||||||
ARE Alexandria Real Estate Equities, Inc. | -11.17% | -9.14% | -10.95% | 7.98% | -4.18% | 6.18% |
EPRT Essential Properties Realty Trust, Inc. | 33.09% | -0.06% | 22.17% | 47.67% | 9.17% | N/A |
ADC Agree Realty Corporation | 26.64% | 3.47% | 30.20% | 38.47% | 4.85% | 14.62% |
NNN National Retail Properties, Inc. | 4.17% | -10.06% | 2.18% | 15.18% | -0.52% | 6.16% |
O Realty Income Corporation | 4.03% | -7.79% | 6.34% | 15.62% | -0.74% | 7.35% |
TRNO Terreno Realty Corporation | -0.50% | -4.15% | 9.34% | 12.38% | 4.08% | 13.93% |
FR First Industrial Realty Trust, Inc. | 2.55% | -3.01% | 11.39% | 22.52% | 7.29% | 13.55% |
STAG STAG Industrial, Inc. | -3.14% | -1.26% | 3.39% | 7.24% | 8.02% | 9.89% |
EGP EastGroup Properties, Inc. | -2.90% | -1.96% | 6.10% | 4.85% | 8.60% | 13.57% |
PLD Prologis, Inc. | -13.42% | -6.40% | 4.16% | 6.24% | 7.57% | 13.99% |
NSA National Storage Affiliates Trust | 6.54% | -4.33% | 15.45% | 35.35% | 10.38% | N/A |
CUBE CubeSmart | 8.37% | -2.62% | 15.34% | 31.58% | 13.88% | 13.12% |
EXR Extra Space Storage Inc. | 4.52% | -5.01% | 8.99% | 30.81% | 12.71% | 14.96% |
PSA Public Storage | 11.54% | -3.92% | 17.46% | 32.28% | 13.92% | 10.11% |
Monthly Returns
The table below presents the monthly returns of reit_15, 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 | -5.47% | -0.05% | 4.51% | -9.48% | 4.23% | 4.34% | 8.35% | 5.61% | 2.08% | -7.94% | 4.87% | ||
| 2023 | 10.12% | -2.03% | -0.76% | -1.82% | -2.85% | 1.47% | 0.36% | -2.75% | -7.65% | -5.84% | 12.13% | 13.48% | 11.90% |
| 2022 | -9.06% | -4.78% | 7.24% | -4.96% | -7.86% | -4.36% | 10.47% | -3.80% | -12.07% | 6.38% | 1.97% | -2.71% | -23.31% |
| 2021 | -2.07% | 4.01% | 4.67% | 10.53% | 0.06% | 4.38% | 7.09% | 3.27% | -8.22% | 12.25% | -0.51% | 10.59% | 54.32% |
| 2020 | 4.47% | -7.99% | -15.59% | 4.95% | 1.92% | 3.45% | 8.74% | 1.55% | -1.36% | -0.06% | 3.94% | 4.16% | 5.82% |
| 2019 | 11.56% | 0.80% | 6.24% | 0.68% | 1.71% | 1.29% | 2.51% | 5.79% | 0.37% | 3.47% | -1.23% | -1.50% | 35.77% |
| 2018 | 1.32% | -1.07% | 2.15% | -3.07% | 1.02% | 4.74% | -5.36% | -0.62% |
Expense Ratio
reit_15 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 reit_15 is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
ARE Alexandria Real Estate Equities, Inc. | 0.67 | 1.27 | 1.15 | 0.41 | 2.34 |
EPRT Essential Properties Realty Trust, Inc. | 2.74 | 3.54 | 1.45 | 2.52 | 14.89 |
ADC Agree Realty Corporation | 2.37 | 3.28 | 1.40 | 1.62 | 7.85 |
NNN National Retail Properties, Inc. | 1.05 | 1.51 | 1.19 | 0.98 | 4.89 |
O Realty Income Corporation | 1.15 | 1.69 | 1.21 | 0.81 | 3.02 |
TRNO Terreno Realty Corporation | 0.76 | 1.21 | 1.15 | 0.55 | 2.13 |
FR First Industrial Realty Trust, Inc. | 1.31 | 1.90 | 1.24 | 0.93 | 3.96 |
STAG STAG Industrial, Inc. | 0.61 | 1.03 | 1.11 | 0.58 | 2.01 |
EGP EastGroup Properties, Inc. | 0.44 | 0.75 | 1.09 | 0.32 | 1.34 |
PLD Prologis, Inc. | 0.52 | 0.90 | 1.11 | 0.35 | 1.19 |
NSA National Storage Affiliates Trust | 1.69 | 2.48 | 1.31 | 1.02 | 5.28 |
CUBE CubeSmart | 1.68 | 2.35 | 1.30 | 1.50 | 5.91 |
EXR Extra Space Storage Inc. | 1.57 | 2.31 | 1.29 | 1.10 | 5.06 |
PSA Public Storage | 1.70 | 2.35 | 1.29 | 1.18 | 5.33 |
Dividends
Dividend yield
reit_15 provided a 4.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.01% | 3.95% | 4.19% | 2.54% | 3.40% | 3.21% | 3.72% | 3.30% | 3.38% | 3.53% | 3.06% | 3.43% |
| Portfolio components: | ||||||||||||
ARE Alexandria Real Estate Equities, Inc. | 4.71% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% | 3.25% | 4.10% |
EPRT Essential Properties Realty Trust, Inc. | 3.48% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADC Agree Realty Corporation | 3.90% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% | 5.60% | 5.65% |
NNN National Retail Properties, Inc. | 5.38% | 5.17% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% | 4.19% | 5.28% |
O Realty Income Corporation | 5.47% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
TRNO Terreno Realty Corporation | 3.02% | 2.71% | 2.60% | 1.48% | 1.91% | 1.88% | 2.62% | 2.40% | 2.67% | 2.92% | 2.76% | 2.88% |
FR First Industrial Realty Trust, Inc. | 2.71% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% | 1.95% |
STAG STAG Industrial, Inc. | 4.02% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
EGP EastGroup Properties, Inc. | 2.99% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 5.23% | 3.51% | 3.69% |
PLD Prologis, Inc. | 3.33% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
NSA National Storage Affiliates Trust | 5.28% | 5.38% | 5.95% | 2.30% | 3.75% | 3.78% | 4.38% | 3.82% | 3.99% | 3.15% | 0.00% | 0.00% |
CUBE CubeSmart | 4.19% | 4.27% | 4.42% | 2.55% | 3.96% | 4.10% | 4.25% | 3.84% | 3.36% | 2.25% | 2.49% | 2.89% |
EXR Extra Space Storage Inc. | 3.99% | 4.04% | 4.08% | 1.98% | 3.11% | 3.37% | 3.71% | 3.57% | 3.79% | 2.54% | 3.09% | 3.44% |
PSA Public Storage | 3.63% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% |
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 reit_15. 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 reit_15 was 38.52%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The current reit_15 drawdown is 10.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.52% | Feb 18, 2020 | 25 | Mar 23, 2020 | 224 | Feb 10, 2021 | 249 |
| -34.25% | Jan 3, 2022 | 456 | Oct 25, 2023 | — | — | — |
| -11.82% | Dec 7, 2018 | 12 | Dec 24, 2018 | 23 | Jan 29, 2019 | 35 |
| -9.88% | Sep 7, 2021 | 18 | Sep 30, 2021 | 17 | Oct 25, 2021 | 35 |
| -8.34% | Aug 20, 2018 | 39 | Oct 12, 2018 | 25 | Nov 16, 2018 | 64 |
Volatility
Volatility Chart
The current reit_15 volatility is 5.72%, 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
| EPRT | ADC | PSA | NNN | NSA | EXR | ARE | CUBE | O | TRNO | PLD | STAG | EGP | FR | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EPRT | 1.00 | 0.62 | 0.45 | 0.69 | 0.48 | 0.47 | 0.52 | 0.47 | 0.65 | 0.56 | 0.51 | 0.59 | 0.59 | 0.57 |
| ADC | 0.62 | 1.00 | 0.54 | 0.73 | 0.57 | 0.55 | 0.59 | 0.56 | 0.74 | 0.58 | 0.56 | 0.63 | 0.60 | 0.60 |
| PSA | 0.45 | 0.54 | 1.00 | 0.54 | 0.75 | 0.81 | 0.58 | 0.81 | 0.59 | 0.57 | 0.62 | 0.57 | 0.59 | 0.59 |
| NNN | 0.69 | 0.73 | 0.54 | 1.00 | 0.59 | 0.56 | 0.63 | 0.58 | 0.83 | 0.59 | 0.58 | 0.65 | 0.62 | 0.62 |
| NSA | 0.48 | 0.57 | 0.75 | 0.59 | 1.00 | 0.80 | 0.61 | 0.80 | 0.60 | 0.61 | 0.63 | 0.63 | 0.64 | 0.64 |
| EXR | 0.47 | 0.55 | 0.81 | 0.56 | 0.80 | 1.00 | 0.61 | 0.84 | 0.60 | 0.60 | 0.64 | 0.61 | 0.63 | 0.64 |
| ARE | 0.52 | 0.59 | 0.58 | 0.63 | 0.61 | 0.61 | 1.00 | 0.62 | 0.65 | 0.69 | 0.72 | 0.71 | 0.70 | 0.73 |
| CUBE | 0.47 | 0.56 | 0.81 | 0.58 | 0.80 | 0.84 | 0.62 | 1.00 | 0.60 | 0.61 | 0.62 | 0.62 | 0.63 | 0.63 |
| O | 0.65 | 0.74 | 0.59 | 0.83 | 0.60 | 0.60 | 0.65 | 0.60 | 1.00 | 0.60 | 0.62 | 0.65 | 0.63 | 0.64 |
| TRNO | 0.56 | 0.58 | 0.57 | 0.59 | 0.61 | 0.60 | 0.69 | 0.61 | 0.60 | 1.00 | 0.77 | 0.75 | 0.82 | 0.79 |
| PLD | 0.51 | 0.56 | 0.62 | 0.58 | 0.63 | 0.64 | 0.72 | 0.62 | 0.62 | 0.77 | 1.00 | 0.75 | 0.80 | 0.82 |
| STAG | 0.59 | 0.63 | 0.57 | 0.65 | 0.63 | 0.61 | 0.71 | 0.62 | 0.65 | 0.75 | 0.75 | 1.00 | 0.81 | 0.80 |
| EGP | 0.59 | 0.60 | 0.59 | 0.62 | 0.64 | 0.63 | 0.70 | 0.63 | 0.63 | 0.82 | 0.80 | 0.81 | 1.00 | 0.85 |
| FR | 0.57 | 0.60 | 0.59 | 0.62 | 0.64 | 0.64 | 0.73 | 0.63 | 0.64 | 0.79 | 0.82 | 0.80 | 0.85 | 1.00 |