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Commonwealth Real Estate Securities Fund (CNREX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS2030424038
CUSIP203042403
IssuerCommonwealth Intl Series Tr
Inception DateJan 5, 2004
CategoryREIT
Min. Investment$200
Asset ClassReal Estate

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The Commonwealth Real Estate Securities Fund has a high expense ratio of 2.44%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%2.44%

Share Price Chart


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Commonwealth Real Estate Securities Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Commonwealth Real Estate Securities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
150.64%
367.69%
CNREX (Commonwealth Real Estate Securities Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Commonwealth Real Estate Securities Fund had a return of 3.94% year-to-date (YTD) and 27.06% in the last 12 months. Over the past 10 years, Commonwealth Real Estate Securities Fund had an annualized return of 6.48%, while the S&P 500 had an annualized return of 10.96%, indicating that Commonwealth Real Estate Securities Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.94%10.04%
1 month5.64%3.53%
6 months26.17%22.79%
1 year27.06%32.16%
5 years (annualized)7.40%13.15%
10 years (annualized)6.48%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.35%3.29%
2023-3.26%-7.97%-3.88%12.09%11.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Commonwealth Real Estate Securities Fund (CNREX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CNREX
Commonwealth Real Estate Securities Fund
1.69
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Commonwealth Real Estate Securities Fund Sharpe ratio is 1.69. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.69
2.76
CNREX (Commonwealth Real Estate Securities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Commonwealth Real Estate Securities Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.00$0.00$0.11$0.16$0.00$0.16$0.10$0.06$0.00$0.21

Dividend yield

0.00%0.00%0.59%0.68%0.00%0.85%0.72%0.34%0.00%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Commonwealth Real Estate Securities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.16%
0
CNREX (Commonwealth Real Estate Securities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Commonwealth Real Estate Securities Fund. 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 Commonwealth Real Estate Securities Fund was 67.77%, occurring on Mar 6, 2009. Recovery took 1519 trading sessions.

The current Commonwealth Real Estate Securities Fund drawdown is 2.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.77%Jun 5, 2007441Mar 6, 20091519Mar 20, 20151960
-44.62%Feb 24, 202021Mar 23, 2020244Mar 11, 2021265
-31.39%Jan 3, 2022198Oct 14, 2022
-21.35%Mar 23, 2015226Feb 11, 2016258Feb 21, 2017484
-18.89%Jan 24, 2018232Dec 24, 2018120Jun 18, 2019352

Volatility

Volatility Chart

The current Commonwealth Real Estate Securities Fund volatility is 3.02%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.02%
2.82%
CNREX (Commonwealth Real Estate Securities Fund)
Benchmark (^GSPC)