REIT/BDC
Распределение активов
Доходность
График доходности
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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 | 10 лет | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
REIT/BDC | -2.66% | 7.29% | -8.44% | 1.69% | N/A | N/A |
Активы портфеля: | ||||||
REXR | -10.61% | 7.01% | -18.97% | -21.17% | N/A | N/A |
LTC LTC Properties, Inc. | 6.20% | 7.10% | -5.61% | 12.40% | 6.90% | 4.21% |
VICI | 10.55% | 5.92% | 4.33% | 14.14% | N/A | N/A |
O Realty Income Corporation | 8.70% | 5.18% | 1.41% | 8.96% | 7.45% | 7.58% |
ARE Alexandria Real Estate Equities, Inc. | -23.01% | -0.67% | -33.24% | -35.99% | -10.28% | 1.19% |
HIW Highwoods Properties, Inc. | -0.29% | 14.92% | -8.31% | 19.33% | 2.71% | 1.95% |
ARCC Ares Capital Corporation | -1.59% | 6.15% | 2.28% | 9.31% | 19.72% | 12.88% |
NSA National Storage Affiliates Trust | -1.82% | 8.92% | -13.63% | 5.28% | 9.76% | 16.05% |
BRSP BrightSpire Capital, Inc. | -5.13% | 17.12% | -12.91% | -2.45% | 11.57% | N/A |
ADC Agree Realty Corporation | 8.15% | 3.39% | 1.20% | 30.38% | 7.78% | 14.25% |
XLRE | 2.97% | 8.42% | -3.61% | 13.88% | N/A | N/A |
IIPR Innovative Industrial Properties, Inc. | -15.53% | 12.14% | -45.55% | -42.76% | 0.34% | N/A |
FRT Federal Realty Investment Trust | -14.69% | 5.10% | -16.48% | -4.17% | 8.99% | 0.26% |
SAFE | -16.12% | 1.66% | -26.18% | -18.40% | N/A | N/A |
BXMT Blackstone Mortgage Trust, Inc. | 11.54% | 8.97% | 5.11% | 18.56% | 5.75% | 4.58% |
HR Healthcare Realty Trust Incorporated | -7.77% | 1.25% | -10.52% | 5.34% | 0.82% | 5.12% |
MPW Medical Properties Trust, Inc. | 34.45% | 1.35% | 10.31% | 18.49% | -15.15% | -2.13% |
BXP Boston Properties, Inc. | -12.38% | 7.63% | -20.35% | 10.45% | -0.26% | -3.12% |
BDN Brandywine Realty Trust | -20.38% | 19.71% | -17.73% | 0.60% | -7.06% | -4.93% |
FSK FS KKR Capital Corp. | -5.21% | 6.64% | 0.93% | 15.14% | 24.75% | 5.51% |
BNL Broadstone Net Lease, Inc. | 4.75% | 9.60% | -4.07% | 14.88% | N/A | N/A |
WPC | 15.07% | 8.88% | 12.32% | 12.42% | N/A | N/A |
NMFC New Mountain Finance Corporation | -4.82% | 11.82% | -2.67% | -12.41% | 15.86% | 6.48% |
HTGC Hercules Capital, Inc. | -11.32% | 3.86% | -7.56% | -4.70% | 22.19% | 14.13% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.56% | 3.92% | -3.10% | -6.23% | 0.52% | -2.66% | |||||||
2024 | -4.42% | -1.13% | 3.99% | -3.57% | 3.42% | 0.75% | 7.49% | 2.95% | 3.16% | -4.27% | 1.46% | -6.73% | 2.10% |
2023 | 9.06% | -4.37% | -7.14% | -1.80% | -2.81% | 5.44% | 5.62% | -2.92% | -6.73% | -5.69% | 10.37% | 10.97% | 7.68% |
2022 | -4.70% | -1.87% | 4.95% | -6.22% | -2.47% | -6.82% | 9.70% | -6.05% | -13.60% | 8.60% | 2.95% | -5.22% | -21.08% |
2021 | -1.29% | 5.24% | 3.49% | 6.89% | 0.75% | 2.06% | 5.03% | 2.06% | -4.66% | 7.20% | -2.52% | 7.04% | 35.09% |
2020 | -2.73% | -3.24% | 16.84% | 5.00% | 15.46% |
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 рейтинг REIT/BDC составляет 9, что хуже, чем результаты 91% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
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 | |
---|---|---|---|---|---|
REXR | -0.73 | -0.86 | 0.89 | -0.36 | -1.17 |
LTC LTC Properties, Inc. | 0.64 | 1.11 | 1.14 | 0.84 | 2.05 |
VICI | 0.76 | 1.15 | 1.14 | 0.94 | 2.34 |
O Realty Income Corporation | 0.53 | 0.79 | 1.10 | 0.36 | 0.97 |
ARE Alexandria Real Estate Equities, Inc. | -1.24 | -1.74 | 0.79 | -0.55 | -1.85 |
HIW Highwoods Properties, Inc. | 0.72 | 1.21 | 1.15 | 0.54 | 1.66 |
ARCC Ares Capital Corporation | 0.50 | 0.87 | 1.13 | 0.58 | 2.34 |
NSA National Storage Affiliates Trust | 0.18 | 0.48 | 1.06 | 0.13 | 0.37 |
BRSP BrightSpire Capital, Inc. | -0.08 | 0.09 | 1.01 | -0.10 | -0.35 |
ADC Agree Realty Corporation | 1.81 | 2.53 | 1.32 | 1.52 | 8.66 |
XLRE | 0.76 | 1.23 | 1.16 | 0.64 | 2.82 |
IIPR Innovative Industrial Properties, Inc. | -0.99 | -1.35 | 0.79 | -0.58 | -1.40 |
FRT Federal Realty Investment Trust | -0.22 | -0.18 | 0.98 | -0.17 | -0.62 |
SAFE | -0.55 | -0.56 | 0.93 | -0.22 | -0.77 |
BXMT Blackstone Mortgage Trust, Inc. | 0.67 | 1.01 | 1.14 | 0.51 | 2.68 |
HR Healthcare Realty Trust Incorporated | 0.33 | 0.60 | 1.07 | 0.19 | 0.95 |
MPW Medical Properties Trust, Inc. | 0.37 | 1.30 | 1.15 | 0.41 | 1.49 |
BXP Boston Properties, Inc. | 0.34 | 0.71 | 1.09 | 0.23 | 0.78 |
BDN Brandywine Realty Trust | -0.01 | 0.31 | 1.04 | 0.03 | 0.10 |
FSK FS KKR Capital Corp. | 0.71 | 1.25 | 1.18 | 0.78 | 2.88 |
BNL Broadstone Net Lease, Inc. | 0.71 | 1.11 | 1.14 | 0.41 | 1.68 |
WPC | 0.64 | 1.03 | 1.13 | 0.46 | 1.86 |
NMFC New Mountain Finance Corporation | -0.62 | -0.74 | 0.89 | -0.52 | -1.55 |
HTGC Hercules Capital, Inc. | -0.17 | -0.03 | 1.00 | -0.16 | -0.43 |
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Дивиденды
Дивидендный доход
Дивидендная доходность REIT/BDC за предыдущие двенадцать месяцев составила 7.61%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 7.61% | 7.22% | 7.64% | 8.46% | 5.34% | 5.93% | 5.44% | 6.09% | 4.77% | 4.61% | 5.03% | 90,947.20% |
Активы портфеля: | ||||||||||||
REXR | 4.93% | 4.32% | 2.71% | 2.31% | 1.18% | 1.75% | 1.62% | 2.17% | 1.99% | 2.33% | 3.12% | 3.06% |
LTC LTC Properties, Inc. | 6.35% | 6.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% | 4.73% |
VICI | 5.38% | 5.81% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.60% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
ARE Alexandria Real Estate Equities, Inc. | 7.07% | 5.32% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% | 3.25% |
HIW Highwoods Properties, Inc. | 6.67% | 6.54% | 8.71% | 7.15% | 4.40% | 4.84% | 3.88% | 4.79% | 3.46% | 4.90% | 3.90% | 3.84% |
ARCC Ares Capital Corporation | 9.12% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% |
NSA National Storage Affiliates Trust | 6.17% | 5.94% | 5.38% | 5.95% | 2.30% | 3.75% | 3.78% | 4.38% | 3.82% | 3.99% | 3.15% | 0.00% |
BRSP BrightSpire Capital, Inc. | 13.08% | 12.77% | 10.75% | 12.68% | 5.65% | 4.00% | 12.54% | 10.10% | 0.00% | 0.00% | 0.00% | 0.00% |
ADC Agree Realty Corporation | 4.02% | 4.26% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% | 5.60% |
XLRE | 3.35% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
IIPR Innovative Industrial Properties, Inc. | 13.92% | 11.28% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% |
FRT Federal Realty Investment Trust | 4.70% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
SAFE | 4.61% | 3.83% | 5.03% | 4.91% | 2.41% | 3.72% | 3.45% | 2.52% | 0.00% | 0.00% | 0.00% | 0.00% |
BXMT Blackstone Mortgage Trust, Inc. | 10.71% | 12.52% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% | 6.79% |
HR Healthcare Realty Trust Incorporated | 6.06% | 7.32% | 7.20% | 36.51% | 7.44% | 4.36% | 8.09% | 9.60% | 8.02% | 8.21% | 8.79% | 2,598,367.82% |
MPW Medical Properties Trust, Inc. | 7.44% | 11.65% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% |
BXP Boston Properties, Inc. | 6.10% | 5.27% | 5.59% | 5.80% | 3.40% | 4.15% | 2.78% | 3.11% | 2.35% | 2.15% | 3.02% | 5.52% |
BDN Brandywine Realty Trust | 14.32% | 10.71% | 13.33% | 12.36% | 5.66% | 6.38% | 4.83% | 5.59% | 3.52% | 3.76% | 4.39% | 3.75% |
FSK FS KKR Capital Corp. | 14.31% | 13.35% | 15.02% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% |
BNL Broadstone Net Lease, Inc. | 7.10% | 7.28% | 6.50% | 6.66% | 4.13% | 7.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WPC | 5.69% | 6.41% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% |
NMFC New Mountain Finance Corporation | 6.53% | 6.04% | 11.71% | 9.86% | 8.76% | 10.92% | 9.90% | 10.81% | 10.04% | 9.65% | 10.45% | 9.91% |
HTGC Hercules Capital, Inc. | 9.15% | 7.96% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
REIT/BDC показал максимальную просадку в 32.07%, зарегистрированную 27 окт. 2023 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка REIT/BDC составляет 15.82%.
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 |
---|---|---|---|---|---|---|
-32.07% | 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 |
-6.08% | 3 сент. 2021 г. | 19 | 30 сент. 2021 г. | 14 | 20 окт. 2021 г. | 33 |
-5.91% | 16 нояб. 2021 г. | 11 | 1 дек. 2021 г. | 17 | 27 дек. 2021 г. | 28 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
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Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 24, при этом эффективное количество активов равно 21.07, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
^GSPC | NMFC | HTGC | IIPR | ARCC | FSK | MPW | ADC | LTC | BRSP | NSA | SAFE | HR | BNL | BXMT | REXR | O | WPC | VICI | BDN | ARE | BXP | HIW | FRT | XLRE | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.46 | 0.53 | 0.54 | 0.54 | 0.53 | 0.40 | 0.34 | 0.34 | 0.54 | 0.44 | 0.48 | 0.40 | 0.45 | 0.57 | 0.54 | 0.39 | 0.40 | 0.50 | 0.49 | 0.51 | 0.52 | 0.52 | 0.52 | 0.63 | 0.66 |
NMFC | 0.46 | 1.00 | 0.62 | 0.34 | 0.66 | 0.63 | 0.33 | 0.26 | 0.33 | 0.50 | 0.31 | 0.38 | 0.28 | 0.33 | 0.49 | 0.35 | 0.33 | 0.33 | 0.40 | 0.44 | 0.38 | 0.43 | 0.42 | 0.44 | 0.40 | 0.59 |
HTGC | 0.53 | 0.62 | 1.00 | 0.36 | 0.67 | 0.65 | 0.33 | 0.26 | 0.33 | 0.49 | 0.31 | 0.40 | 0.32 | 0.31 | 0.51 | 0.40 | 0.31 | 0.34 | 0.41 | 0.44 | 0.39 | 0.45 | 0.45 | 0.45 | 0.41 | 0.61 |
IIPR | 0.54 | 0.34 | 0.36 | 1.00 | 0.34 | 0.36 | 0.39 | 0.36 | 0.34 | 0.46 | 0.43 | 0.51 | 0.43 | 0.44 | 0.48 | 0.52 | 0.39 | 0.39 | 0.48 | 0.46 | 0.52 | 0.45 | 0.47 | 0.45 | 0.53 | 0.65 |
ARCC | 0.54 | 0.66 | 0.67 | 0.34 | 1.00 | 0.69 | 0.36 | 0.28 | 0.35 | 0.50 | 0.33 | 0.39 | 0.32 | 0.37 | 0.53 | 0.41 | 0.35 | 0.36 | 0.46 | 0.46 | 0.40 | 0.44 | 0.46 | 0.46 | 0.45 | 0.63 |
FSK | 0.53 | 0.63 | 0.65 | 0.36 | 0.69 | 1.00 | 0.37 | 0.27 | 0.37 | 0.53 | 0.34 | 0.43 | 0.34 | 0.37 | 0.53 | 0.35 | 0.35 | 0.36 | 0.44 | 0.49 | 0.39 | 0.48 | 0.49 | 0.50 | 0.44 | 0.63 |
MPW | 0.40 | 0.33 | 0.33 | 0.39 | 0.36 | 0.37 | 1.00 | 0.45 | 0.51 | 0.43 | 0.42 | 0.45 | 0.52 | 0.45 | 0.48 | 0.48 | 0.51 | 0.48 | 0.46 | 0.52 | 0.54 | 0.53 | 0.55 | 0.52 | 0.57 | 0.65 |
ADC | 0.34 | 0.26 | 0.26 | 0.36 | 0.28 | 0.27 | 0.45 | 1.00 | 0.56 | 0.37 | 0.55 | 0.44 | 0.58 | 0.57 | 0.41 | 0.54 | 0.74 | 0.68 | 0.60 | 0.44 | 0.55 | 0.46 | 0.49 | 0.58 | 0.67 | 0.67 |
LTC | 0.34 | 0.33 | 0.33 | 0.34 | 0.35 | 0.37 | 0.51 | 0.56 | 1.00 | 0.43 | 0.45 | 0.46 | 0.60 | 0.50 | 0.49 | 0.47 | 0.60 | 0.57 | 0.52 | 0.54 | 0.50 | 0.52 | 0.57 | 0.60 | 0.60 | 0.67 |
BRSP | 0.54 | 0.50 | 0.49 | 0.46 | 0.50 | 0.53 | 0.43 | 0.37 | 0.43 | 1.00 | 0.41 | 0.52 | 0.38 | 0.47 | 0.72 | 0.43 | 0.42 | 0.44 | 0.48 | 0.58 | 0.45 | 0.56 | 0.56 | 0.54 | 0.51 | 0.70 |
NSA | 0.44 | 0.31 | 0.31 | 0.43 | 0.33 | 0.34 | 0.42 | 0.55 | 0.45 | 0.41 | 1.00 | 0.51 | 0.54 | 0.57 | 0.44 | 0.65 | 0.60 | 0.60 | 0.57 | 0.45 | 0.62 | 0.50 | 0.51 | 0.55 | 0.75 | 0.68 |
SAFE | 0.48 | 0.38 | 0.40 | 0.51 | 0.39 | 0.43 | 0.45 | 0.44 | 0.46 | 0.52 | 0.51 | 1.00 | 0.49 | 0.55 | 0.52 | 0.51 | 0.48 | 0.51 | 0.53 | 0.52 | 0.56 | 0.54 | 0.54 | 0.57 | 0.61 | 0.70 |
HR | 0.40 | 0.28 | 0.32 | 0.43 | 0.32 | 0.34 | 0.52 | 0.58 | 0.60 | 0.38 | 0.54 | 0.49 | 1.00 | 0.54 | 0.45 | 0.56 | 0.61 | 0.60 | 0.55 | 0.51 | 0.60 | 0.52 | 0.56 | 0.60 | 0.66 | 0.70 |
BNL | 0.45 | 0.33 | 0.31 | 0.44 | 0.37 | 0.37 | 0.45 | 0.57 | 0.50 | 0.47 | 0.57 | 0.55 | 0.54 | 1.00 | 0.49 | 0.57 | 0.64 | 0.63 | 0.58 | 0.53 | 0.61 | 0.55 | 0.57 | 0.59 | 0.68 | 0.73 |
BXMT | 0.57 | 0.49 | 0.51 | 0.48 | 0.53 | 0.53 | 0.48 | 0.41 | 0.49 | 0.72 | 0.44 | 0.52 | 0.45 | 0.49 | 1.00 | 0.48 | 0.47 | 0.48 | 0.52 | 0.64 | 0.51 | 0.65 | 0.64 | 0.60 | 0.57 | 0.74 |
REXR | 0.54 | 0.35 | 0.40 | 0.52 | 0.41 | 0.35 | 0.48 | 0.54 | 0.47 | 0.43 | 0.65 | 0.51 | 0.56 | 0.57 | 0.48 | 1.00 | 0.59 | 0.61 | 0.59 | 0.50 | 0.71 | 0.54 | 0.54 | 0.60 | 0.79 | 0.75 |
O | 0.39 | 0.33 | 0.31 | 0.39 | 0.35 | 0.35 | 0.51 | 0.74 | 0.60 | 0.42 | 0.60 | 0.48 | 0.61 | 0.64 | 0.47 | 0.59 | 1.00 | 0.75 | 0.65 | 0.50 | 0.63 | 0.52 | 0.56 | 0.66 | 0.76 | 0.75 |
WPC | 0.40 | 0.33 | 0.34 | 0.39 | 0.36 | 0.36 | 0.48 | 0.68 | 0.57 | 0.44 | 0.60 | 0.51 | 0.60 | 0.63 | 0.48 | 0.61 | 0.75 | 1.00 | 0.65 | 0.55 | 0.62 | 0.57 | 0.59 | 0.64 | 0.74 | 0.75 |
VICI | 0.50 | 0.40 | 0.41 | 0.48 | 0.46 | 0.44 | 0.46 | 0.60 | 0.52 | 0.48 | 0.57 | 0.53 | 0.55 | 0.58 | 0.52 | 0.59 | 0.65 | 0.65 | 1.00 | 0.53 | 0.58 | 0.54 | 0.56 | 0.66 | 0.70 | 0.75 |
BDN | 0.49 | 0.44 | 0.44 | 0.46 | 0.46 | 0.49 | 0.52 | 0.44 | 0.54 | 0.58 | 0.45 | 0.52 | 0.51 | 0.53 | 0.64 | 0.50 | 0.50 | 0.55 | 0.53 | 1.00 | 0.60 | 0.81 | 0.82 | 0.66 | 0.60 | 0.77 |
ARE | 0.51 | 0.38 | 0.39 | 0.52 | 0.40 | 0.39 | 0.54 | 0.55 | 0.50 | 0.45 | 0.62 | 0.56 | 0.60 | 0.61 | 0.51 | 0.71 | 0.63 | 0.62 | 0.58 | 0.60 | 1.00 | 0.66 | 0.65 | 0.64 | 0.78 | 0.79 |
BXP | 0.52 | 0.43 | 0.45 | 0.45 | 0.44 | 0.48 | 0.53 | 0.46 | 0.52 | 0.56 | 0.50 | 0.54 | 0.52 | 0.55 | 0.65 | 0.54 | 0.52 | 0.57 | 0.54 | 0.81 | 0.66 | 1.00 | 0.83 | 0.70 | 0.66 | 0.79 |
HIW | 0.52 | 0.42 | 0.45 | 0.47 | 0.46 | 0.49 | 0.55 | 0.49 | 0.57 | 0.56 | 0.51 | 0.54 | 0.56 | 0.57 | 0.64 | 0.54 | 0.56 | 0.59 | 0.56 | 0.82 | 0.65 | 0.83 | 1.00 | 0.70 | 0.67 | 0.80 |
FRT | 0.52 | 0.44 | 0.45 | 0.45 | 0.46 | 0.50 | 0.52 | 0.58 | 0.60 | 0.54 | 0.55 | 0.57 | 0.60 | 0.59 | 0.60 | 0.60 | 0.66 | 0.64 | 0.66 | 0.66 | 0.64 | 0.70 | 0.70 | 1.00 | 0.74 | 0.81 |
XLRE | 0.63 | 0.40 | 0.41 | 0.53 | 0.45 | 0.44 | 0.57 | 0.67 | 0.60 | 0.51 | 0.75 | 0.61 | 0.66 | 0.68 | 0.57 | 0.79 | 0.76 | 0.74 | 0.70 | 0.60 | 0.78 | 0.66 | 0.67 | 0.74 | 1.00 | 0.86 |
Portfolio | 0.66 | 0.59 | 0.61 | 0.65 | 0.63 | 0.63 | 0.65 | 0.67 | 0.67 | 0.70 | 0.68 | 0.70 | 0.70 | 0.73 | 0.74 | 0.75 | 0.75 | 0.75 | 0.75 | 0.77 | 0.79 | 0.79 | 0.80 | 0.81 | 0.86 | 1.00 |