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

Fund Info

ISIN

US2030424038

CUSIP

203042403

Inception Date

Jan 5, 2004

Category

REIT

Min. Investment

$200

Asset Class

Real Estate

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

CNREX has a high expense ratio of 2.44%, indicating higher-than-average management fees.


Expense ratio chart for CNREX: current value at 2.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.44%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CNREX vs. PFFR
Popular comparisons:

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.


-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
5.67%
5.65%
CNREX (Commonwealth Real Estate Securities Fund)
Benchmark (^GSPC)

Returns By Period

Commonwealth Real Estate Securities Fund had a return of 0.00% year-to-date (YTD) and 4.16% in the last 12 months. Over the past 10 years, Commonwealth Real Estate Securities Fund had an annualized return of 4.77%, while the S&P 500 had an annualized return of 11.09%, indicating that Commonwealth Real Estate Securities Fund did not perform as well as the benchmark.


CNREX

YTD

0.00%

1M

-9.69%

6M

6.40%

1Y

4.16%

5Y*

4.88%

10Y*

4.77%

^GSPC (Benchmark)

YTD

0.00%

1M

-2.50%

6M

6.76%

1Y

23.31%

5Y*

12.57%

10Y*

11.09%

*Annualized

Monthly Returns

The table below presents the monthly returns of CNREX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.35%3.29%4.48%-6.56%2.16%-0.63%8.05%3.14%4.18%-3.78%4.37%4.16%
20239.89%-4.63%0.21%1.42%-3.79%9.81%2.45%-3.26%-7.97%-3.88%12.09%11.69%23.54%
2022-9.46%-3.14%3.25%-5.09%-2.83%-9.12%8.71%-3.50%-10.36%3.70%6.96%-4.28%-24.24%
2021-0.95%2.98%6.93%5.71%2.36%1.04%1.07%3.83%-6.22%7.02%-0.22%6.08%32.94%
2020-1.62%-6.59%-24.06%10.53%4.63%3.22%4.67%2.73%-1.81%-1.97%10.03%2.39%-2.86%
201910.28%1.19%2.78%1.38%-1.96%2.96%0.65%2.57%1.76%1.57%1.43%0.82%28.08%
20180.41%-7.16%1.44%-0.19%0.62%1.35%0.24%0.67%-2.23%-5.60%2.02%-7.18%-15.09%
20170.33%3.39%0.13%1.22%-0.06%2.98%0.93%-0.24%0.80%1.34%2.46%0.18%14.21%
2016-7.10%1.08%9.47%-0.56%0.91%2.01%4.84%-0.97%-1.97%-3.55%0.69%3.31%7.46%
20152.05%1.74%0.13%-2.30%0.27%-2.96%2.22%-5.22%-0.72%5.26%-1.23%-3.39%-4.52%
2014-0.56%4.47%0.69%2.28%2.97%1.95%-1.48%2.44%-4.70%5.51%2.23%-0.41%16.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CNREX is 34, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CNREX is 3434
Overall Rank
The Sharpe Ratio Rank of CNREX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of CNREX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of CNREX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CNREX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of CNREX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Commonwealth Real Estate Securities Fund (CNREX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for CNREX, currently valued at 0.28, compared to the broader market-1.000.001.002.003.000.281.84
The chart of Sortino ratio for CNREX, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.000.482.48
The chart of Omega ratio for CNREX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.34
The chart of Calmar ratio for CNREX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.000.392.75
The chart of Martin ratio for CNREX, currently valued at 1.13, compared to the broader market0.0010.0020.0030.0040.0050.001.1311.85
CNREX
^GSPC

The current Commonwealth Real Estate Securities Fund Sharpe ratio is 0.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Commonwealth Real Estate Securities Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
0.28
1.84
CNREX (Commonwealth Real Estate Securities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Commonwealth Real Estate Securities Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.10%0.20%0.30%0.40%$0.00$0.02$0.04$0.06$0.08201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.00$0.00$0.00$0.00$0.00$0.07$0.04

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.38%0.25%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$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$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$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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$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$0.07$0.07
2018$0.04$0.04

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-10.01%
-3.43%
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 10.01%.


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, 2022449Jul 31, 2024647
-22.53%Mar 23, 2015226Feb 11, 2016290Apr 6, 2017516
-19.27%Jan 24, 2018232Dec 24, 2018121Jun 19, 2019353

Volatility

Volatility Chart

The current Commonwealth Real Estate Securities Fund volatility is 4.37%, 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%AugustSeptemberOctoberNovemberDecember
4.37%
4.15%
CNREX (Commonwealth Real Estate Securities Fund)
Benchmark (^GSPC)