reit_10
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADC Agree Realty Corporation | Real Estate | 10% |
ARE Alexandria Real Estate Equities, Inc. | Real Estate | 10% |
COLD Americold Realty Trust | Real Estate | 10% |
EXR Extra Space Storage Inc. | Real Estate | 10% |
FR First Industrial Realty Trust, Inc. | Real Estate | 10% |
IIPR Innovative Industrial Properties, Inc. | Real Estate | 10% |
O Realty Income Corporation | Real Estate | 10% |
PLD Prologis, Inc. | Real Estate | 10% |
PSA Public Storage | Real Estate | 10% |
TRNO Terreno Realty Corporation | Real Estate | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in reit_10, 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 Jan 19, 2018, corresponding to the inception date of COLD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.59% | -1.89% | 7.22% | 27.21% | 12.98% | 11.35% |
| reit_10 | 0.01% | -12.35% | -9.45% | -9.17% | 3.52% | N/A |
| Portfolio components: | ||||||
IIPR Innovative Industrial Properties, Inc. | 1.16% | -34.98% | -35.56% | -23.13% | 3.32% | N/A |
ARE Alexandria Real Estate Equities, Inc. | 0.18% | -4.61% | -14.15% | -19.12% | -6.01% | 3.76% |
PSA Public Storage | -1.21% | -10.59% | 3.68% | 3.02% | 11.35% | 8.20% |
EXR Extra Space Storage Inc. | -0.70% | -8.22% | -2.00% | -2.12% | 10.93% | 12.95% |
O Realty Income Corporation | -0.78% | -5.66% | 1.90% | -3.71% | -1.45% | 5.51% |
ADC Agree Realty Corporation | -0.04% | -5.41% | 16.01% | 16.80% | 4.44% | 12.86% |
PLD Prologis, Inc. | 0.91% | -3.94% | -5.26% | -15.65% | 6.47% | 12.47% |
TRNO Terreno Realty Corporation | -0.37% | 0.02% | -1.29% | -1.79% | 4.25% | 13.28% |
COLD Americold Realty Trust | 1.03% | -5.55% | -15.29% | -25.00% | -6.11% | N/A |
FR First Industrial Realty Trust, Inc. | -0.62% | -2.66% | 5.88% | -1.02% | 6.43% | 11.50% |
Monthly Returns
The table below presents the monthly returns of reit_10, 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 | -6.32% | 1.14% | 3.48% | -8.96% | 6.07% | 2.93% | 10.49% | 4.20% | 3.33% | -6.89% | -2.99% | -15.17% | -11.17% |
| 2023 | 5.35% | -2.82% | -2.73% | -2.96% | -3.09% | 4.23% | 1.12% | 0.14% | -8.58% | -8.22% | 12.42% | 16.17% | 8.32% |
| 2022 | -14.44% | -4.85% | 8.67% | -11.63% | -8.40% | -6.69% | 5.77% | -3.75% | -10.75% | 8.21% | 5.06% | -6.21% | -35.27% |
| 2021 | -1.45% | 2.33% | 1.77% | 6.88% | -1.02% | 4.10% | 7.94% | 5.80% | -7.92% | 12.26% | 0.34% | 7.67% | 44.12% |
| 2020 | 6.34% | -5.80% | -9.36% | 3.17% | 3.28% | 3.82% | 11.39% | 2.98% | -1.94% | -1.30% | 8.88% | 8.88% | 32.20% |
| 2019 | 15.57% | 4.81% | 5.27% | 1.73% | 0.55% | 11.44% | -1.87% | 1.31% | 1.26% | -0.27% | -1.60% | -2.54% | 39.93% |
| 2018 | 1.47% | -5.14% | 4.89% | 5.46% | 4.48% | 2.57% | -2.47% | 7.41% | -0.95% | -1.42% | 7.03% | -5.76% | 17.73% |
Expense Ratio
reit_10 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_10 is 1, meaning it’s performing worse than 99% 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 | |
|---|---|---|---|---|---|
IIPR Innovative Industrial Properties, Inc. | -0.63 | -0.61 | 0.90 | -0.33 | -1.83 |
ARE Alexandria Real Estate Equities, Inc. | -0.72 | -0.92 | 0.90 | -0.36 | -1.79 |
PSA Public Storage | 0.11 | 0.31 | 1.04 | 0.08 | 0.35 |
EXR Extra Space Storage Inc. | -0.06 | 0.09 | 1.01 | -0.04 | -0.16 |
O Realty Income Corporation | -0.19 | -0.15 | 0.98 | -0.13 | -0.38 |
ADC Agree Realty Corporation | 0.97 | 1.45 | 1.17 | 0.65 | 2.92 |
PLD Prologis, Inc. | -0.64 | -0.76 | 0.91 | -0.41 | -1.28 |
TRNO Terreno Realty Corporation | -0.09 | 0.04 | 1.01 | -0.07 | -0.21 |
COLD Americold Realty Trust | -0.94 | -1.22 | 0.85 | -0.57 | -1.50 |
FR First Industrial Realty Trust, Inc. | -0.06 | 0.06 | 1.01 | -0.04 | -0.15 |
Dividends
Dividend yield
reit_10 provided a 4.89% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.89% | 4.85% | 3.97% | 4.15% | 2.31% | 2.84% | 2.90% | 3.30% | 2.79% | 2.69% | 2.72% | 2.74% |
| Portfolio components: | ||||||||||||
IIPR Innovative Industrial Properties, Inc. | 11.16% | 11.28% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% |
ARE Alexandria Real Estate Equities, Inc. | 5.31% | 5.32% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% | 3.25% |
PSA Public Storage | 4.06% | 4.01% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% |
EXR Extra Space Storage Inc. | 4.36% | 4.33% | 4.04% | 4.08% | 1.98% | 3.11% | 3.37% | 3.71% | 3.57% | 3.79% | 2.54% | 3.09% |
O Realty Income Corporation | 5.95% | 5.38% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
ADC Agree Realty Corporation | 4.26% | 4.26% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% | 5.60% |
PLD Prologis, Inc. | 3.60% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% |
TRNO Terreno Realty Corporation | 3.19% | 3.18% | 2.71% | 2.60% | 1.48% | 1.91% | 1.88% | 2.62% | 2.40% | 2.67% | 2.92% | 2.76% |
COLD Americold Realty Trust | 4.07% | 4.11% | 2.91% | 3.11% | 2.68% | 2.25% | 2.28% | 2.76% | 0.00% | 0.00% | 0.00% | 0.00% |
FR First Industrial Realty Trust, Inc. | 2.97% | 2.95% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% |
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 reit_10. 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_10 was 47.47%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current reit_10 drawdown is 37.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.47% | Jan 3, 2022 | 458 | Oct 27, 2023 | — | — | — |
| -35% | Feb 19, 2020 | 24 | Mar 23, 2020 | 102 | Aug 17, 2020 | 126 |
| -12.04% | Dec 7, 2018 | 12 | Dec 24, 2018 | 19 | Jan 23, 2019 | 31 |
| -12.01% | Jul 12, 2019 | 111 | Dec 17, 2019 | 38 | Feb 12, 2020 | 149 |
| -11.3% | Feb 25, 2021 | 8 | Mar 8, 2021 | 25 | Apr 13, 2021 | 33 |
Volatility
Volatility Chart
The current reit_10 volatility is 6.57%, 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
| IIPR | COLD | ADC | PSA | EXR | O | ARE | TRNO | PLD | FR | |
|---|---|---|---|---|---|---|---|---|---|---|
| IIPR | 1.00 | 0.36 | 0.35 | 0.28 | 0.32 | 0.35 | 0.42 | 0.44 | 0.42 | 0.43 |
| COLD | 0.36 | 1.00 | 0.49 | 0.46 | 0.50 | 0.54 | 0.56 | 0.58 | 0.59 | 0.60 |
| ADC | 0.35 | 0.49 | 1.00 | 0.55 | 0.56 | 0.74 | 0.58 | 0.58 | 0.56 | 0.60 |
| PSA | 0.28 | 0.46 | 0.55 | 1.00 | 0.81 | 0.60 | 0.59 | 0.57 | 0.62 | 0.59 |
| EXR | 0.32 | 0.50 | 0.56 | 0.81 | 1.00 | 0.61 | 0.62 | 0.61 | 0.65 | 0.64 |
| O | 0.35 | 0.54 | 0.74 | 0.60 | 0.61 | 1.00 | 0.66 | 0.61 | 0.62 | 0.64 |
| ARE | 0.42 | 0.56 | 0.58 | 0.59 | 0.62 | 0.66 | 1.00 | 0.69 | 0.72 | 0.73 |
| TRNO | 0.44 | 0.58 | 0.58 | 0.57 | 0.61 | 0.61 | 0.69 | 1.00 | 0.77 | 0.79 |
| PLD | 0.42 | 0.59 | 0.56 | 0.62 | 0.65 | 0.62 | 0.72 | 0.77 | 1.00 | 0.81 |
| FR | 0.43 | 0.60 | 0.60 | 0.59 | 0.64 | 0.64 | 0.73 | 0.79 | 0.81 | 1.00 |