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reit 291225
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in reit 291225, 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.


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Returns By Period


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Monthly Returns


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Expense Ratio

reit 291225 has an expense ratio of 0.44%, 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.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

reit 291225 ranks 18 for risk / return — in the bottom 18% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


reit 291225 Risk / Return Rank: 1818
Overall Rank
reit 291225 Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
reit 291225 Sortino Ratio Rank: 1616
Sortino Ratio Rank
reit 291225 Omega Ratio Rank: 1717
Omega Ratio Rank
reit 291225 Calmar Ratio Rank: 1919
Calmar Ratio Rank
reit 291225 Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for reit 291225. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield


reit 291225 doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the reit 291225. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current reit 291225 drawdown is 2.30%.


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Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

Not enough data to calculate this metric.


Diversification Ratio

Not enough data to calculate this metric.