REITS
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in REITS, 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 Jun 21, 2018, corresponding to the inception date of EPRT
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% |
| REITS | -0.11% | -11.25% | -4.07% | -1.22% | 4.69% | N/A |
| Portfolio components: | ||||||
O Realty Income Corporation | -0.78% | -5.66% | 1.90% | -3.71% | -1.45% | 5.51% |
NNN National Retail Properties, Inc. | -3.13% | -6.89% | -4.35% | -2.76% | -0.82% | 4.17% |
VICI VICI Properties Inc. | 1.20% | -5.28% | 9.13% | -1.29% | 8.96% | N/A |
ARE Alexandria Real Estate Equities, Inc. | 0.18% | -4.61% | -14.15% | -19.12% | -6.01% | 3.76% |
ADC Agree Realty Corporation | -0.04% | -5.41% | 16.01% | 16.80% | 4.44% | 12.86% |
IIPR Innovative Industrial Properties, Inc. | 1.16% | -34.98% | -35.56% | -23.13% | 3.32% | N/A |
PSA Public Storage | -1.21% | -10.59% | 3.68% | 3.02% | 11.35% | 8.20% |
PLD Prologis, Inc. | 0.91% | -3.94% | -5.26% | -15.65% | 6.47% | 12.47% |
MAA Mid-America Apartment Communities, Inc. | -3.11% | -5.77% | 9.83% | 18.58% | 6.50% | 10.50% |
EPRT Essential Properties Realty Trust, Inc. | 1.25% | -2.14% | 14.02% | 29.36% | 9.54% | N/A |
Monthly Returns
The table below presents the monthly returns of REITS, 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 | -5.39% | 0.42% | 4.90% | -5.04% | 3.53% | 3.06% | 7.95% | 6.32% | 4.33% | -6.02% | -0.56% | -14.11% | -2.94% |
| 2023 | 4.49% | -3.06% | -4.13% | -1.11% | -4.35% | 3.02% | 2.53% | -1.37% | -9.17% | -4.29% | 10.54% | 13.45% | 4.31% |
| 2022 | -12.84% | -3.80% | 6.81% | -10.16% | -6.90% | -6.50% | 6.55% | -5.58% | -9.70% | 9.04% | 6.23% | -4.88% | -29.90% |
| 2021 | -0.29% | 4.01% | 0.39% | 7.76% | -0.69% | 3.91% | 9.02% | 6.04% | -7.32% | 10.49% | -2.46% | 7.81% | 44.15% |
| 2020 | 7.87% | -6.81% | -21.41% | 6.77% | 1.65% | 5.53% | 8.64% | 4.34% | 0.94% | -3.81% | 14.06% | 8.32% | 23.03% |
| 2019 | 14.64% | 5.22% | 6.18% | 1.06% | 1.09% | 8.45% | -2.29% | 1.97% | 1.80% | 0.92% | -0.73% | -1.83% | 41.55% |
| 2018 | 1.50% | -0.61% | 6.34% | -0.36% | -1.24% | 6.19% | -5.46% | 5.97% |
Expense Ratio
REITS 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 REITS is 2, meaning it’s performing worse than 98% 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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | -0.19 | -0.15 | 0.98 | -0.13 | -0.38 |
NNN National Retail Properties, Inc. | -0.14 | -0.07 | 0.99 | -0.13 | -0.39 |
VICI VICI Properties Inc. | -0.11 | -0.03 | 1.00 | -0.12 | -0.29 |
ARE Alexandria Real Estate Equities, Inc. | -0.72 | -0.92 | 0.90 | -0.36 | -1.79 |
ADC Agree Realty Corporation | 0.97 | 1.45 | 1.17 | 0.65 | 2.92 |
IIPR Innovative Industrial Properties, Inc. | -0.63 | -0.61 | 0.90 | -0.33 | -1.83 |
PSA Public Storage | 0.11 | 0.31 | 1.04 | 0.08 | 0.35 |
PLD Prologis, Inc. | -0.64 | -0.76 | 0.91 | -0.41 | -1.28 |
MAA Mid-America Apartment Communities, Inc. | 0.90 | 1.42 | 1.16 | 0.43 | 4.09 |
EPRT Essential Properties Realty Trust, Inc. | 1.49 | 2.02 | 1.25 | 1.58 | 7.05 |
Dividends
Dividend yield
REITS provided a 5.34% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.34% | 5.28% | 4.64% | 4.61% | 3.00% | 3.63% | 3.41% | 3.73% | 2.71% | 2.51% | 2.71% | 2.76% |
| Portfolio components: | ||||||||||||
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% |
NNN National Retail Properties, Inc. | 5.79% | 5.61% | 5.17% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% | 4.19% |
VICI VICI Properties Inc. | 5.74% | 5.81% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 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% |
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% |
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% |
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% |
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% |
MAA Mid-America Apartment Communities, Inc. | 3.93% | 3.80% | 4.16% | 2.98% | 2.25% | 3.16% | 2.91% | 3.86% | 3.46% | 3.35% | 3.39% | 3.91% |
EPRT Essential Properties Realty Trust, Inc. | 3.66% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% |
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 REITS. 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 REITS was 45.84%, occurring on Mar 18, 2020. Recovery took 165 trading sessions.
The current REITS drawdown is 28.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.84% | Feb 21, 2020 | 19 | Mar 18, 2020 | 165 | Nov 10, 2020 | 184 |
| -42.93% | Jan 3, 2022 | 458 | Oct 27, 2023 | — | — | — |
| -11.79% | Dec 7, 2018 | 12 | Dec 24, 2018 | 19 | Jan 23, 2019 | 31 |
| -10.82% | Feb 25, 2021 | 8 | Mar 8, 2021 | 31 | Apr 21, 2021 | 39 |
| -9.15% | Jun 21, 2019 | 31 | Aug 5, 2019 | 119 | Jan 24, 2020 | 150 |
Volatility
Volatility Chart
The current REITS volatility is 5.61%, 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 | PSA | VICI | EPRT | PLD | ADC | ARE | MAA | NNN | O | |
|---|---|---|---|---|---|---|---|---|---|---|
| IIPR | 1.00 | 0.28 | 0.40 | 0.42 | 0.42 | 0.36 | 0.43 | 0.37 | 0.36 | 0.35 |
| PSA | 0.28 | 1.00 | 0.47 | 0.45 | 0.62 | 0.54 | 0.58 | 0.64 | 0.54 | 0.59 |
| VICI | 0.40 | 0.47 | 1.00 | 0.57 | 0.53 | 0.57 | 0.56 | 0.54 | 0.61 | 0.60 |
| EPRT | 0.42 | 0.45 | 0.57 | 1.00 | 0.51 | 0.63 | 0.52 | 0.54 | 0.69 | 0.66 |
| PLD | 0.42 | 0.62 | 0.53 | 0.51 | 1.00 | 0.56 | 0.72 | 0.67 | 0.58 | 0.61 |
| ADC | 0.36 | 0.54 | 0.57 | 0.63 | 0.56 | 1.00 | 0.58 | 0.60 | 0.73 | 0.74 |
| ARE | 0.43 | 0.58 | 0.56 | 0.52 | 0.72 | 0.58 | 1.00 | 0.69 | 0.62 | 0.65 |
| MAA | 0.37 | 0.64 | 0.54 | 0.54 | 0.67 | 0.60 | 0.69 | 1.00 | 0.65 | 0.67 |
| NNN | 0.36 | 0.54 | 0.61 | 0.69 | 0.58 | 0.73 | 0.62 | 0.65 | 1.00 | 0.83 |
| O | 0.35 | 0.59 | 0.60 | 0.66 | 0.61 | 0.74 | 0.65 | 0.67 | 0.83 | 1.00 |