REIT/BDC
Распределение активов
Доходность
График доходности
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
Самые ранние данные для этого графика доступны с 17 сент. 2020 г., начальной даты BNL
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
REIT/BDC | 13.25% | 6.69% | 17.58% | 24.00% | N/A | N/A |
Активы портфеля: | ||||||
Rexford Industrial Realty, Inc. | -7.40% | 0.10% | 1.46% | 1.39% | 5.30% | 16.49% |
LTC Properties, Inc. | 21.56% | 4.89% | 16.64% | 24.48% | 0.25% | 5.51% |
8.17% | 4.69% | 16.44% | 13.96% | N/A | N/A | |
Realty Income Corporation | 12.49% | 3.13% | 21.88% | 22.47% | 1.36% | 9.17% |
Alexandria Real Estate Equities, Inc. | -1.49% | 6.45% | -2.89% | 13.79% | -1.37% | 8.48% |
Highwoods Properties, Inc. | 52.23% | 6.51% | 33.19% | 57.56% | -0.04% | 3.25% |
Ares Capital Corporation | 11.07% | 2.23% | 8.40% | 18.02% | 12.23% | 12.74% |
National Storage Affiliates Trust | 21.51% | 13.13% | 32.26% | 47.93% | 12.97% | N/A |
BrightSpire Capital, Inc. | -11.25% | 8.22% | -5.40% | 3.35% | -7.95% | N/A |
Agree Realty Corporation | 21.65% | 3.07% | 34.75% | 32.67% | 4.53% | 15.15% |
13.91% | 6.45% | 15.98% | 27.90% | N/A | N/A | |
Innovative Industrial Properties, Inc. | 38.49% | 12.77% | 36.48% | 71.65% | 13.30% | N/A |
Federal Realty Investment Trust | 14.54% | 2.34% | 14.24% | 23.61% | 0.99% | 3.17% |
21.17% | 17.32% | 34.44% | 48.39% | N/A | N/A | |
Blackstone Mortgage Trust, Inc. | 1.68% | 13.78% | 6.54% | -0.96% | -1.78% | 5.95% |
Healthcare Realty Trust Incorporated | 11.21% | 2.91% | 37.90% | 21.59% | 1.91% | 7.28% |
Medical Properties Trust, Inc. | 30.43% | 27.38% | 50.33% | 13.94% | -14.38% | -0.21% |
Boston Properties, Inc. | 21.15% | 17.28% | 28.60% | 33.70% | -4.30% | 0.56% |
Brandywine Realty Trust | 9.95% | 6.09% | 22.63% | 24.94% | -10.60% | -3.13% |
FS KKR Capital Corp. | 10.04% | 4.72% | 12.74% | 14.25% | 11.15% | 4.87% |
Broadstone Net Lease, Inc. | 13.11% | 6.23% | 28.48% | 26.45% | N/A | N/A |
1.16% | 8.99% | 16.03% | 8.23% | N/A | N/A | |
New Mountain Finance Corporation | 2.27% | 0.91% | 2.62% | 4.96% | 8.28% | 8.51% |
Hercules Capital, Inc. | 24.40% | 6.51% | 9.47% | 28.78% | 20.42% | 13.93% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью REIT/BDC, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -4.42% | -1.13% | 3.99% | -3.57% | 3.42% | 0.89% | 7.49% | 2.95% | 13.25% | ||||
2023 | 9.06% | -4.37% | -6.31% | -1.83% | -2.84% | 5.32% | 5.62% | -2.92% | -6.73% | -5.69% | 10.37% | 10.97% | 8.44% |
2022 | -4.70% | -1.85% | 4.94% | -6.22% | -2.46% | -6.82% | 9.70% | -6.04% | -13.61% | 8.60% | 2.95% | -5.22% | -21.06% |
2021 | -1.29% | 5.25% | 3.49% | 6.89% | 0.76% | 2.07% | 5.03% | 2.07% | -4.65% | 7.20% | -2.73% | 7.05% | 34.87% |
2020 | -2.72% | -3.24% | 16.86% | 5.00% | 15.49% |
Комиссия
Комиссия REIT/BDC составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг REIT/BDC среди портфелей на нашем сайте составляет 13, что соответствует нижним 13% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Показатели риск-скорректированной доходности
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 | Коэффициент Мартина | |
---|---|---|---|---|---|
Rexford Industrial Realty, Inc. | 0.10 | 0.31 | 1.04 | 0.05 | 0.19 |
LTC Properties, Inc. | 1.39 | 1.87 | 1.25 | 0.91 | 6.75 |
0.71 | 1.14 | 1.14 | 0.77 | 1.82 | |
Realty Income Corporation | 1.13 | 1.65 | 1.21 | 0.64 | 3.12 |
Alexandria Real Estate Equities, Inc. | 0.43 | 0.88 | 1.11 | 0.25 | 1.55 |
Highwoods Properties, Inc. | 1.60 | 2.31 | 1.28 | 0.99 | 6.99 |
Ares Capital Corporation | 1.42 | 2.03 | 1.26 | 2.56 | 9.54 |
National Storage Affiliates Trust | 1.62 | 2.42 | 1.30 | 0.87 | 4.97 |
BrightSpire Capital, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
Agree Realty Corporation | 1.71 | 2.39 | 1.29 | 1.11 | 5.66 |
1.53 | 2.20 | 1.28 | 0.83 | 5.89 | |
Innovative Industrial Properties, Inc. | 2.33 | 3.14 | 1.38 | 1.00 | 11.27 |
Federal Realty Investment Trust | 1.24 | 1.86 | 1.22 | 0.75 | 5.87 |
1.14 | 1.93 | 1.22 | 0.63 | 3.76 | |
Blackstone Mortgage Trust, Inc. | -0.07 | 0.13 | 1.02 | -0.06 | -0.17 |
Healthcare Realty Trust Incorporated | 0.75 | 1.20 | 1.15 | 0.45 | 2.05 |
Medical Properties Trust, Inc. | 0.12 | 0.78 | 1.10 | 0.11 | 0.44 |
Boston Properties, Inc. | 0.87 | 1.49 | 1.17 | 0.59 | 3.08 |
Brandywine Realty Trust | 0.58 | 1.13 | 1.14 | 0.37 | 1.74 |
FS KKR Capital Corp. | 0.94 | 1.27 | 1.18 | 1.28 | 3.90 |
Broadstone Net Lease, Inc. | 1.14 | 1.66 | 1.21 | 0.62 | 2.98 |
0.41 | 0.71 | 1.09 | 0.27 | 0.82 | |
New Mountain Finance Corporation | 0.45 | 0.72 | 1.09 | 0.81 | 2.35 |
Hercules Capital, Inc. | 1.30 | 1.61 | 1.26 | 1.60 | 5.66 |
Дивиденды
Дивидендный доход
Дивидендная доходность REIT/BDC за предыдущие двенадцать месяцев составила 6.93%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
REIT/BDC | 6.93% | 7.64% | 8.53% | 5.17% | 6.01% | 5.50% | 6.16% | 4.78% | 4.60% | 5.02% | 28.37% | 47.49% |
Активы портфеля: | ||||||||||||
Rexford Industrial Realty, Inc. | 3.13% | 2.71% | 2.31% | 1.18% | 1.75% | 1.62% | 2.17% | 1.99% | 2.33% | 3.12% | 3.06% | 1.59% |
LTC Properties, Inc. | 5.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% | 4.73% | 5.38% |
5.07% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Realty Income Corporation | 4.99% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Alexandria Real Estate Equities, Inc. | 4.16% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% | 3.25% | 4.10% |
Highwoods Properties, Inc. | 6.05% | 8.71% | 7.15% | 4.40% | 4.84% | 3.88% | 4.78% | 3.46% | 4.85% | 3.84% | 3.78% | 4.63% |
Ares Capital Corporation | 9.25% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
National Storage Affiliates Trust | 4.63% | 5.38% | 5.95% | 2.30% | 3.75% | 3.78% | 4.38% | 3.82% | 3.99% | 3.15% | 0.00% | 0.00% |
BrightSpire Capital, Inc. | 12.92% | 10.75% | 12.68% | 5.65% | 4.00% | 12.54% | 10.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Agree Realty Corporation | 4.01% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% | 5.60% | 5.65% |
2.39% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% | |
Innovative Industrial Properties, Inc. | 5.45% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Federal Realty Investment Trust | 3.77% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
2.54% | 5.03% | 8.43% | 5.05% | 8.27% | 7.04% | 6.63% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% | |
Blackstone Mortgage Trust, Inc. | 12.26% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% | 6.79% | 2.65% |
Healthcare Realty Trust Incorporated | 6.88% | 7.20% | 36.51% | 7.47% | 4.36% | 8.09% | 9.60% | 8.02% | 8.21% | 8.79% | 687.26% | 1,248.78% |
Medical Properties Trust, Inc. | 8.92% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
Boston Properties, Inc. | 4.76% | 5.59% | 5.80% | 3.40% | 4.15% | 2.78% | 3.11% | 2.35% | 2.15% | 3.00% | 5.52% | 4.83% |
Brandywine Realty Trust | 11.11% | 13.33% | 12.36% | 5.65% | 6.38% | 4.83% | 5.59% | 3.52% | 3.76% | 4.39% | 3.75% | 4.26% |
FS KKR Capital Corp. | 15.21% | 14.96% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% | 0.00% |
Broadstone Net Lease, Inc. | 6.08% | 6.50% | 6.66% | 4.13% | 7.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
5.74% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% | 5.70% | |
New Mountain Finance Corporation | 11.79% | 11.71% | 9.86% | 8.76% | 10.92% | 9.90% | 10.81% | 10.04% | 9.65% | 10.45% | 9.91% | 9.84% |
Hercules Capital, Inc. | 8.63% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
REIT/BDC показал максимальную просадку в 31.57%, зарегистрированную 27 окт. 2023 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка REIT/BDC составляет 3.54%.
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 |
---|---|---|---|---|---|---|
-31.57% | 5 янв. 2022 г. | 456 | 27 окт. 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 |
Волатильность
График волатильности
Текущая волатильность REIT/BDC составляет 3.02%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
NMFC | HTGC | IIPR | ARCC | FSK | MPW | NSA | ADC | BRSP | LTC | HR | SAFE | BNL | BXMT | REXR | VICI | O | WPC | BXP | ARE | BDN | HIW | FRT | XLRE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMFC | 1.00 | 0.63 | 0.38 | 0.66 | 0.62 | 0.31 | 0.32 | 0.27 | 0.51 | 0.34 | 0.29 | 0.39 | 0.34 | 0.50 | 0.36 | 0.42 | 0.35 | 0.34 | 0.44 | 0.39 | 0.46 | 0.43 | 0.45 | 0.40 |
HTGC | 0.63 | 1.00 | 0.38 | 0.66 | 0.63 | 0.31 | 0.32 | 0.28 | 0.49 | 0.36 | 0.32 | 0.42 | 0.33 | 0.51 | 0.41 | 0.43 | 0.33 | 0.35 | 0.45 | 0.41 | 0.46 | 0.46 | 0.46 | 0.43 |
IIPR | 0.38 | 0.38 | 1.00 | 0.35 | 0.37 | 0.40 | 0.42 | 0.38 | 0.46 | 0.34 | 0.43 | 0.51 | 0.43 | 0.49 | 0.51 | 0.49 | 0.40 | 0.40 | 0.46 | 0.52 | 0.47 | 0.48 | 0.46 | 0.54 |
ARCC | 0.66 | 0.66 | 0.35 | 1.00 | 0.68 | 0.35 | 0.35 | 0.31 | 0.51 | 0.37 | 0.33 | 0.41 | 0.38 | 0.54 | 0.41 | 0.48 | 0.38 | 0.37 | 0.44 | 0.40 | 0.46 | 0.45 | 0.47 | 0.46 |
FSK | 0.62 | 0.63 | 0.37 | 0.68 | 1.00 | 0.36 | 0.35 | 0.30 | 0.54 | 0.40 | 0.36 | 0.45 | 0.38 | 0.54 | 0.35 | 0.47 | 0.38 | 0.37 | 0.48 | 0.40 | 0.51 | 0.49 | 0.51 | 0.45 |
MPW | 0.31 | 0.31 | 0.40 | 0.35 | 0.36 | 1.00 | 0.42 | 0.48 | 0.43 | 0.54 | 0.55 | 0.45 | 0.46 | 0.49 | 0.48 | 0.48 | 0.52 | 0.51 | 0.54 | 0.55 | 0.56 | 0.57 | 0.53 | 0.58 |
NSA | 0.32 | 0.32 | 0.42 | 0.35 | 0.35 | 0.42 | 1.00 | 0.54 | 0.41 | 0.44 | 0.52 | 0.51 | 0.54 | 0.43 | 0.65 | 0.54 | 0.59 | 0.59 | 0.48 | 0.62 | 0.47 | 0.50 | 0.54 | 0.73 |
ADC | 0.27 | 0.28 | 0.38 | 0.31 | 0.30 | 0.48 | 0.54 | 1.00 | 0.38 | 0.55 | 0.58 | 0.44 | 0.57 | 0.41 | 0.56 | 0.59 | 0.73 | 0.69 | 0.47 | 0.57 | 0.47 | 0.50 | 0.60 | 0.67 |
BRSP | 0.51 | 0.49 | 0.46 | 0.51 | 0.54 | 0.43 | 0.41 | 0.38 | 1.00 | 0.46 | 0.40 | 0.53 | 0.47 | 0.72 | 0.42 | 0.49 | 0.44 | 0.45 | 0.57 | 0.45 | 0.60 | 0.57 | 0.55 | 0.51 |
LTC | 0.34 | 0.36 | 0.34 | 0.37 | 0.40 | 0.54 | 0.44 | 0.55 | 0.46 | 1.00 | 0.60 | 0.47 | 0.48 | 0.51 | 0.48 | 0.51 | 0.59 | 0.57 | 0.54 | 0.51 | 0.59 | 0.60 | 0.60 | 0.60 |
HR | 0.29 | 0.32 | 0.43 | 0.33 | 0.36 | 0.55 | 0.52 | 0.58 | 0.40 | 0.60 | 1.00 | 0.51 | 0.54 | 0.45 | 0.55 | 0.54 | 0.61 | 0.60 | 0.51 | 0.60 | 0.53 | 0.56 | 0.59 | 0.66 |
SAFE | 0.39 | 0.42 | 0.51 | 0.41 | 0.45 | 0.45 | 0.51 | 0.44 | 0.53 | 0.47 | 0.51 | 1.00 | 0.54 | 0.53 | 0.52 | 0.54 | 0.48 | 0.51 | 0.55 | 0.58 | 0.55 | 0.55 | 0.58 | 0.62 |
BNL | 0.34 | 0.33 | 0.43 | 0.38 | 0.38 | 0.46 | 0.54 | 0.57 | 0.47 | 0.48 | 0.54 | 0.54 | 1.00 | 0.48 | 0.56 | 0.56 | 0.64 | 0.63 | 0.55 | 0.63 | 0.55 | 0.56 | 0.59 | 0.68 |
BXMT | 0.50 | 0.51 | 0.49 | 0.54 | 0.54 | 0.49 | 0.43 | 0.41 | 0.72 | 0.51 | 0.45 | 0.53 | 0.48 | 1.00 | 0.47 | 0.51 | 0.47 | 0.48 | 0.65 | 0.50 | 0.67 | 0.64 | 0.61 | 0.57 |
REXR | 0.36 | 0.41 | 0.51 | 0.41 | 0.35 | 0.48 | 0.65 | 0.56 | 0.42 | 0.48 | 0.55 | 0.52 | 0.56 | 0.47 | 1.00 | 0.59 | 0.60 | 0.62 | 0.52 | 0.72 | 0.51 | 0.54 | 0.59 | 0.80 |
VICI | 0.42 | 0.43 | 0.49 | 0.48 | 0.47 | 0.48 | 0.54 | 0.59 | 0.49 | 0.51 | 0.54 | 0.54 | 0.56 | 0.51 | 0.59 | 1.00 | 0.63 | 0.63 | 0.53 | 0.58 | 0.55 | 0.56 | 0.66 | 0.69 |
O | 0.35 | 0.33 | 0.40 | 0.38 | 0.38 | 0.52 | 0.59 | 0.73 | 0.44 | 0.59 | 0.61 | 0.48 | 0.64 | 0.47 | 0.60 | 0.63 | 1.00 | 0.76 | 0.53 | 0.64 | 0.53 | 0.56 | 0.67 | 0.76 |
WPC | 0.34 | 0.35 | 0.40 | 0.37 | 0.37 | 0.51 | 0.59 | 0.69 | 0.45 | 0.57 | 0.60 | 0.51 | 0.63 | 0.48 | 0.62 | 0.63 | 0.76 | 1.00 | 0.57 | 0.63 | 0.57 | 0.59 | 0.65 | 0.74 |
BXP | 0.44 | 0.45 | 0.46 | 0.44 | 0.48 | 0.54 | 0.48 | 0.47 | 0.57 | 0.54 | 0.51 | 0.55 | 0.55 | 0.65 | 0.52 | 0.53 | 0.53 | 0.57 | 1.00 | 0.66 | 0.82 | 0.84 | 0.70 | 0.65 |
ARE | 0.39 | 0.41 | 0.52 | 0.40 | 0.40 | 0.55 | 0.62 | 0.57 | 0.45 | 0.51 | 0.60 | 0.58 | 0.63 | 0.50 | 0.72 | 0.58 | 0.64 | 0.63 | 0.66 | 1.00 | 0.62 | 0.65 | 0.64 | 0.79 |
BDN | 0.46 | 0.46 | 0.47 | 0.46 | 0.51 | 0.56 | 0.47 | 0.47 | 0.60 | 0.59 | 0.53 | 0.55 | 0.55 | 0.67 | 0.51 | 0.55 | 0.53 | 0.57 | 0.82 | 0.62 | 1.00 | 0.85 | 0.68 | 0.62 |
HIW | 0.43 | 0.46 | 0.48 | 0.45 | 0.49 | 0.57 | 0.50 | 0.50 | 0.57 | 0.60 | 0.56 | 0.55 | 0.56 | 0.64 | 0.54 | 0.56 | 0.56 | 0.59 | 0.84 | 0.65 | 0.85 | 1.00 | 0.70 | 0.66 |
FRT | 0.45 | 0.46 | 0.46 | 0.47 | 0.51 | 0.53 | 0.54 | 0.60 | 0.55 | 0.60 | 0.59 | 0.58 | 0.59 | 0.61 | 0.59 | 0.66 | 0.67 | 0.65 | 0.70 | 0.64 | 0.68 | 0.70 | 1.00 | 0.73 |
XLRE | 0.40 | 0.43 | 0.54 | 0.46 | 0.45 | 0.58 | 0.73 | 0.67 | 0.51 | 0.60 | 0.66 | 0.62 | 0.68 | 0.57 | 0.80 | 0.69 | 0.76 | 0.74 | 0.65 | 0.79 | 0.62 | 0.66 | 0.73 | 1.00 |