REIT/BDC
Распределение активов
Доходность
График показывает рост $10,000 инвестированных в REIT/BDC и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Доходность по периодам
1 месяц | 6 месяцев | С начала года | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
Бенчмарк | 0.33% | 11.48% | 14.66% | 16.16% | 9.44% | N/A |
REIT/BDC | 1.82% | 9.05% | -1.35% | -4.70% | 6.52% | N/A |
Активы портфеля: | ||||||
REXR Rexford Industrial Realty, Inc. | 0.29% | -2.90% | -3.52% | -6.29% | 6.06% | N/A |
LTC LTC Properties, Inc. | 1.08% | 2.38% | -6.08% | -15.57% | 2.01% | N/A |
VICI | 1.69% | 3.26% | -3.00% | -0.68% | 13.22% | N/A |
O Realty Income Corporation | -4.04% | -6.89% | -12.33% | -9.63% | -0.10% | N/A |
ARE Alexandria Real Estate Equities, Inc. | -1.91% | -1.24% | -21.32% | -17.47% | -8.87% | N/A |
HIW Highwoods Properties, Inc. | 1.60% | 20.48% | -13.18% | -14.11% | -9.34% | N/A |
ARCC Ares Capital Corporation | 3.78% | 18.11% | 12.97% | 15.73% | 22.42% | N/A |
NSA National Storage Affiliates Trust | 6.74% | -7.79% | 0.16% | -17.75% | 4.44% | N/A |
BRSP BrightSpire Capital, Inc. | 5.29% | 31.72% | 15.86% | -4.40% | 17.09% | N/A |
ADC Agree Realty Corporation | -4.83% | -7.54% | -14.79% | -13.43% | 0.04% | N/A |
XLRE | 0.99% | 6.02% | 0.10% | -2.36% | 3.42% | N/A |
IIPR Innovative Industrial Properties, Inc. | 11.54% | 19.99% | -12.24% | -4.72% | -7.84% | N/A |
FRT Federal Realty Investment Trust | 1.47% | 8.28% | -1.26% | 8.08% | 9.76% | N/A |
SAFE | -4.52% | -19.51% | -27.74% | -38.68% | -13.32% | N/A |
BXMT Blackstone Mortgage Trust, Inc. | 12.19% | 42.70% | 16.48% | -8.56% | 9.17% | N/A |
HR Healthcare Realty Trust Incorporated | -2.95% | -8.13% | -12.23% | -24.33% | -1.63% | N/A |
MPW Medical Properties Trust, Inc. | -12.48% | -15.87% | -43.16% | -50.07% | -25.29% | N/A |
BXP Boston Properties, Inc. | 4.85% | 43.47% | 0.57% | -9.80% | -4.97% | N/A |
BDN Brandywine Realty Trust | 7.19% | 29.27% | -10.48% | -26.55% | -16.59% | N/A |
FSK FS KKR Capital Corp. | 4.61% | 20.41% | 27.53% | 16.66% | 22.49% | N/A |
BNL Broadstone Net Lease, Inc. | 1.98% | 1.35% | 1.97% | -6.73% | 7.18% | N/A |
WPC | -0.30% | -12.42% | -15.71% | -15.96% | 3.81% | N/A |
NMFC New Mountain Finance Corporation | 3.85% | 13.52% | 12.21% | 13.09% | 20.11% | N/A |
HTGC Hercules Capital, Inc. | 2.79% | 43.78% | 35.83% | 37.89% | 22.87% | N/A |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
IIPR | NMFC | HTGC | ARCC | FSK | SAFE | NSA | BRSP | ADC | LTC | BNL | HR | MPW | REXR | BXMT | VICI | BXP | ARE | WPC | O | BDN | HIW | FRT | XLRE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIPR | 1.00 | 0.37 | 0.37 | 0.35 | 0.37 | 0.47 | 0.39 | 0.44 | 0.36 | 0.30 | 0.39 | 0.39 | 0.43 | 0.49 | 0.47 | 0.46 | 0.41 | 0.49 | 0.38 | 0.39 | 0.44 | 0.44 | 0.42 | 0.51 |
NMFC | 0.37 | 1.00 | 0.64 | 0.67 | 0.64 | 0.39 | 0.33 | 0.53 | 0.28 | 0.34 | 0.33 | 0.29 | 0.35 | 0.35 | 0.51 | 0.43 | 0.45 | 0.38 | 0.36 | 0.37 | 0.47 | 0.45 | 0.47 | 0.41 |
HTGC | 0.37 | 0.64 | 1.00 | 0.67 | 0.63 | 0.41 | 0.33 | 0.50 | 0.28 | 0.34 | 0.33 | 0.31 | 0.36 | 0.41 | 0.54 | 0.44 | 0.45 | 0.40 | 0.37 | 0.35 | 0.45 | 0.45 | 0.47 | 0.44 |
ARCC | 0.35 | 0.67 | 0.67 | 1.00 | 0.68 | 0.42 | 0.37 | 0.53 | 0.32 | 0.37 | 0.39 | 0.32 | 0.39 | 0.41 | 0.57 | 0.51 | 0.45 | 0.40 | 0.39 | 0.41 | 0.47 | 0.46 | 0.49 | 0.48 |
FSK | 0.37 | 0.64 | 0.63 | 0.68 | 1.00 | 0.44 | 0.37 | 0.57 | 0.28 | 0.41 | 0.38 | 0.36 | 0.40 | 0.34 | 0.58 | 0.47 | 0.49 | 0.40 | 0.37 | 0.39 | 0.52 | 0.50 | 0.53 | 0.46 |
SAFE | 0.47 | 0.39 | 0.41 | 0.42 | 0.44 | 1.00 | 0.47 | 0.53 | 0.42 | 0.45 | 0.50 | 0.48 | 0.46 | 0.48 | 0.52 | 0.51 | 0.49 | 0.53 | 0.49 | 0.49 | 0.51 | 0.52 | 0.56 | 0.59 |
NSA | 0.39 | 0.33 | 0.33 | 0.37 | 0.37 | 0.47 | 1.00 | 0.39 | 0.55 | 0.43 | 0.51 | 0.53 | 0.49 | 0.68 | 0.42 | 0.53 | 0.44 | 0.62 | 0.59 | 0.60 | 0.43 | 0.49 | 0.53 | 0.73 |
BRSP | 0.44 | 0.53 | 0.50 | 0.53 | 0.57 | 0.53 | 0.39 | 1.00 | 0.38 | 0.46 | 0.44 | 0.38 | 0.46 | 0.40 | 0.72 | 0.49 | 0.55 | 0.42 | 0.45 | 0.45 | 0.59 | 0.58 | 0.56 | 0.50 |
ADC | 0.36 | 0.28 | 0.28 | 0.32 | 0.28 | 0.42 | 0.55 | 0.38 | 1.00 | 0.56 | 0.57 | 0.58 | 0.53 | 0.58 | 0.42 | 0.58 | 0.45 | 0.56 | 0.71 | 0.73 | 0.46 | 0.50 | 0.60 | 0.67 |
LTC | 0.30 | 0.34 | 0.34 | 0.37 | 0.41 | 0.45 | 0.43 | 0.46 | 0.56 | 1.00 | 0.47 | 0.62 | 0.61 | 0.47 | 0.51 | 0.50 | 0.54 | 0.49 | 0.60 | 0.61 | 0.59 | 0.60 | 0.60 | 0.59 |
BNL | 0.39 | 0.33 | 0.33 | 0.39 | 0.38 | 0.50 | 0.51 | 0.44 | 0.57 | 0.47 | 1.00 | 0.55 | 0.51 | 0.55 | 0.47 | 0.54 | 0.50 | 0.60 | 0.60 | 0.62 | 0.52 | 0.55 | 0.57 | 0.66 |
HR | 0.39 | 0.29 | 0.31 | 0.32 | 0.36 | 0.48 | 0.53 | 0.38 | 0.58 | 0.62 | 0.55 | 1.00 | 0.61 | 0.57 | 0.44 | 0.53 | 0.49 | 0.60 | 0.62 | 0.65 | 0.52 | 0.56 | 0.59 | 0.66 |
MPW | 0.43 | 0.35 | 0.36 | 0.39 | 0.40 | 0.46 | 0.49 | 0.46 | 0.53 | 0.61 | 0.51 | 0.61 | 1.00 | 0.55 | 0.54 | 0.54 | 0.59 | 0.62 | 0.59 | 0.60 | 0.62 | 0.64 | 0.60 | 0.66 |
REXR | 0.49 | 0.35 | 0.41 | 0.41 | 0.34 | 0.48 | 0.68 | 0.40 | 0.58 | 0.47 | 0.55 | 0.57 | 0.55 | 1.00 | 0.46 | 0.58 | 0.50 | 0.74 | 0.63 | 0.62 | 0.50 | 0.54 | 0.59 | 0.81 |
BXMT | 0.47 | 0.51 | 0.54 | 0.57 | 0.58 | 0.52 | 0.42 | 0.72 | 0.42 | 0.51 | 0.47 | 0.44 | 0.54 | 0.46 | 1.00 | 0.53 | 0.65 | 0.48 | 0.49 | 0.50 | 0.66 | 0.66 | 0.63 | 0.57 |
VICI | 0.46 | 0.43 | 0.44 | 0.51 | 0.47 | 0.51 | 0.53 | 0.49 | 0.58 | 0.50 | 0.54 | 0.53 | 0.54 | 0.58 | 0.53 | 1.00 | 0.52 | 0.55 | 0.62 | 0.63 | 0.54 | 0.57 | 0.65 | 0.68 |
BXP | 0.41 | 0.45 | 0.45 | 0.45 | 0.49 | 0.49 | 0.44 | 0.55 | 0.45 | 0.54 | 0.50 | 0.49 | 0.59 | 0.50 | 0.65 | 0.52 | 1.00 | 0.61 | 0.55 | 0.54 | 0.83 | 0.84 | 0.71 | 0.63 |
ARE | 0.49 | 0.38 | 0.40 | 0.40 | 0.40 | 0.53 | 0.62 | 0.42 | 0.56 | 0.49 | 0.60 | 0.60 | 0.62 | 0.74 | 0.48 | 0.55 | 0.61 | 1.00 | 0.62 | 0.67 | 0.59 | 0.63 | 0.62 | 0.80 |
WPC | 0.38 | 0.36 | 0.37 | 0.39 | 0.37 | 0.49 | 0.59 | 0.45 | 0.71 | 0.60 | 0.60 | 0.62 | 0.59 | 0.63 | 0.49 | 0.62 | 0.55 | 0.62 | 1.00 | 0.77 | 0.57 | 0.61 | 0.66 | 0.75 |
O | 0.39 | 0.37 | 0.35 | 0.41 | 0.39 | 0.49 | 0.60 | 0.45 | 0.73 | 0.61 | 0.62 | 0.65 | 0.60 | 0.62 | 0.50 | 0.63 | 0.54 | 0.67 | 0.77 | 1.00 | 0.55 | 0.59 | 0.68 | 0.78 |
BDN | 0.44 | 0.47 | 0.45 | 0.47 | 0.52 | 0.51 | 0.43 | 0.59 | 0.46 | 0.59 | 0.52 | 0.52 | 0.62 | 0.50 | 0.66 | 0.54 | 0.83 | 0.59 | 0.57 | 0.55 | 1.00 | 0.86 | 0.70 | 0.62 |
HIW | 0.44 | 0.45 | 0.45 | 0.46 | 0.50 | 0.52 | 0.49 | 0.58 | 0.50 | 0.60 | 0.55 | 0.56 | 0.64 | 0.54 | 0.66 | 0.57 | 0.84 | 0.63 | 0.61 | 0.59 | 0.86 | 1.00 | 0.72 | 0.67 |
FRT | 0.42 | 0.47 | 0.47 | 0.49 | 0.53 | 0.56 | 0.53 | 0.56 | 0.60 | 0.60 | 0.57 | 0.59 | 0.60 | 0.59 | 0.63 | 0.65 | 0.71 | 0.62 | 0.66 | 0.68 | 0.70 | 0.72 | 1.00 | 0.72 |
XLRE | 0.51 | 0.41 | 0.44 | 0.48 | 0.46 | 0.59 | 0.73 | 0.50 | 0.67 | 0.59 | 0.66 | 0.66 | 0.66 | 0.81 | 0.57 | 0.68 | 0.63 | 0.80 | 0.75 | 0.78 | 0.62 | 0.67 | 0.72 | 1.00 |
Дивидендный доход
Дивидендная доходность REIT/BDC за предыдущие двенадцать месяцев составила 7.68%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
REIT/BDC | 7.68% | 8.67% | 5.93% | 7.39% | 7.25% | 9.04% | 7.68% | 7.82% | 9.28% | 9.16% | 8.67% | 15.15% |
Активы портфеля: | ||||||||||||
REXR Rexford Industrial Realty, Inc. | 2.67% | 2.34% | 1.23% | 1.84% | 1.74% | 2.38% | 2.22% | 2.66% | 3.65% | 3.70% | 1.99% | 0.00% |
LTC LTC Properties, Inc. | 7.14% | 6.71% | 7.41% | 6.91% | 6.39% | 7.21% | 7.29% | 6.81% | 7.34% | 7.58% | 9.10% | 9.03% |
VICI | 5.17% | 4.75% | 4.93% | 5.55% | 5.49% | 6.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.63% | 4.84% | 4.67% | 5.27% | 4.52% | 5.33% | 5.95% | 5.85% | 6.44% | 7.03% | 9.40% | 7.51% |
ARE Alexandria Real Estate Equities, Inc. | 4.31% | 3.31% | 2.12% | 2.57% | 2.74% | 3.68% | 3.10% | 3.51% | 4.21% | 4.18% | 5.49% | 4.20% |
HIW Highwoods Properties, Inc. | 8.78% | 7.62% | 4.93% | 5.72% | 4.82% | 6.19% | 4.66% | 6.77% | 5.64% | 5.77% | 7.37% | 8.33% |
ARCC Ares Capital Corporation | 10.10% | 10.92% | 9.06% | 12.17% | 12.86% | 15.42% | 16.55% | 17.27% | 22.82% | 22.91% | 21.95% | 24.70% |
NSA National Storage Affiliates Trust | 6.42% | 6.23% | 2.52% | 4.23% | 4.45% | 5.38% | 4.88% | 5.33% | 4.40% | 0.00% | 0.00% | 0.00% |
BRSP BrightSpire Capital, Inc. | 11.82% | 13.52% | 6.71% | 5.05% | 16.39% | 14.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADC Agree Realty Corporation | 4.92% | 4.07% | 3.91% | 4.02% | 3.76% | 4.36% | 4.90% | 5.41% | 7.36% | 8.04% | 8.61% | 9.63% |
XLRE | 3.68% | 3.79% | 2.77% | 3.44% | 3.46% | 4.41% | 3.93% | 5.28% | 1.42% | 0.00% | 0.00% | 0.00% |
IIPR Innovative Industrial Properties, Inc. | 8.49% | 7.35% | 2.43% | 2.80% | 4.45% | 3.26% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRT Federal Realty Investment Trust | 4.44% | 4.35% | 3.33% | 5.48% | 3.73% | 4.09% | 3.69% | 3.45% | 3.24% | 3.32% | 4.11% | 3.88% |
SAFE | 4.23% | 8.71% | 5.47% | 9.54% | 8.93% | 9.27% | 1.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BXMT Blackstone Mortgage Trust, Inc. | 10.74% | 12.51% | 9.42% | 11.43% | 9.39% | 11.75% | 12.57% | 14.55% | 16.41% | 14.19% | 5.94% | 219.00% |
HR Healthcare Realty Trust Incorporated | 7.70% | 38.33% | 10.18% | 11.60% | 13.05% | 16.88% | 17.41% | 17.32% | 20.09% | 21.94% | 33.10% | 19.80% |
MPW Medical Properties Trust, Inc. | 17.62% | 11.39% | 5.60% | 6.18% | 6.35% | 8.63% | 10.35% | 11.83% | 13.09% | 11.21% | 12.98% | 13.89% |
BXP Boston Properties, Inc. | 5.98% | 6.01% | 3.69% | 4.66% | 3.27% | 3.76% | 2.92% | 2.74% | 3.92% | 7.41% | 6.86% | 3.24% |
BDN Brandywine Realty Trust | 15.45% | 13.83% | 6.80% | 8.15% | 6.60% | 8.06% | 5.30% | 5.87% | 7.16% | 6.39% | 7.55% | 9.13% |
FSK FS KKR Capital Corp. | 13.44% | 16.12% | 14.90% | 18.02% | 20.15% | 30.11% | 24.30% | 19.87% | 25.02% | 24.14% | 0.00% | 0.00% |
BNL Broadstone Net Lease, Inc. | 6.89% | 6.90% | 4.53% | 9.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WPC | 6.66% | 5.59% | 5.57% | 6.79% | 6.33% | 8.06% | 7.99% | 9.70% | 10.06% | 8.68% | 9.96% | 8.62% |
NMFC New Mountain Finance Corporation | 9.94% | 10.60% | 10.45% | 14.21% | 14.39% | 17.35% | 17.83% | 18.84% | 22.61% | 23.50% | 25.59% | 33.59% |
HTGC Hercules Capital, Inc. | 9.28% | 9.74% | 9.08% | 11.17% | 9.72% | 17.11% | 15.68% | 15.97% | 20.42% | 18.47% | 16.27% | 22.18% |
Комиссия
Комиссия REIT/BDC составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс Язвы | |
---|---|---|---|---|---|
REXR Rexford Industrial Realty, Inc. | -0.29 | ||||
LTC LTC Properties, Inc. | -0.85 | ||||
VICI | N/A | ||||
O Realty Income Corporation | -0.60 | ||||
ARE Alexandria Real Estate Equities, Inc. | -0.73 | ||||
HIW Highwoods Properties, Inc. | -0.53 | ||||
ARCC Ares Capital Corporation | 0.60 | ||||
NSA National Storage Affiliates Trust | -0.68 | ||||
BRSP BrightSpire Capital, Inc. | -0.18 | ||||
ADC Agree Realty Corporation | -0.82 | ||||
XLRE | N/A | ||||
IIPR Innovative Industrial Properties, Inc. | -0.22 | ||||
FRT Federal Realty Investment Trust | 0.23 | ||||
SAFE | N/A | ||||
BXMT Blackstone Mortgage Trust, Inc. | -0.28 | ||||
HR Healthcare Realty Trust Incorporated | -0.95 | ||||
MPW Medical Properties Trust, Inc. | -1.09 | ||||
BXP Boston Properties, Inc. | -0.39 | ||||
BDN Brandywine Realty Trust | -0.66 | ||||
FSK FS KKR Capital Corp. | 0.56 | ||||
BNL Broadstone Net Lease, Inc. | -0.36 | ||||
WPC | N/A | ||||
NMFC New Mountain Finance Corporation | 0.63 | ||||
HTGC Hercules Capital, Inc. | 0.98 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
REIT/BDC с января 2010 показал максимальную просадку в 29.04%, зарегистрированную 23 мар. 2023 г.. Портфель еще не восстановился от этой просадки.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
---|---|---|---|---|---|---|
-29.04% | 5 янв. 2022 г. | 305 | 23 мар. 2023 г. | — | — | — |
-8.88% | 9 окт. 2020 г. | 14 | 28 окт. 2020 г. | 8 | 9 нояб. 2020 г. | 22 |
-6.43% | 18 сент. 2020 г. | 4 | 23 сент. 2020 г. | 7 | 2 окт. 2020 г. | 11 |
-6.07% | 3 сент. 2021 г. | 19 | 30 сент. 2021 г. | 14 | 20 окт. 2021 г. | 33 |
-5.9% | 16 нояб. 2021 г. | 11 | 1 дек. 2021 г. | 17 | 27 дек. 2021 г. | 28 |
График волатильности
Текущая волатильность REIT/BDC составляет 3.16%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.