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CUSIP
758067102
Issuer
Redwood
Inception Date
Jun 23, 2023
Category
REIT
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

CREMX Performance Chart

Redwood Real Estate Income Fund (CREMX) is up 3.4% since the beginning of the year. CREMX is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

Redwood Real Estate Income Fund (CREMX) has returned 3.35% so far this year and 7.47% over the past 12 months.


Redwood Real Estate Income Fund

1D
0.04%
1M
0.48%
YTD
3.35%
6M
3.54%
1Y
7.47%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CREMX Monthly Returns History

Based on dividend-adjusted daily data since Sep 11, 2023, CREMX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 100% of months were positive and 0% were negative. The best month was Jun 2024 with a return of +0.7%, while the worst month was Sep 2023 at 0.2%. The longest winning streak lasted 34 consecutive months, and the longest losing streak was 0 months.

On a daily basis, CREMX closed higher 63% of trading days. The best single day was May 30, 2024 with a return of +0.7%, while the worst single day was May 31, 2024 at -0.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.68%0.64%0.55%0.53%0.60%0.32%3.35%
20250.67%0.66%0.59%0.62%0.61%0.56%0.61%0.60%0.64%0.64%0.60%0.66%7.72%
20240.57%0.61%0.71%0.64%0.69%0.73%0.73%0.68%0.63%0.61%0.59%0.60%8.09%
20230.22%0.57%0.51%0.64%1.95%

Benchmark Metrics

Redwood Real Estate Income Fund has an annualized alpha of 7.76%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 11, 2023.

  • This fund captured 14.03% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -25.74%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
7.76%
Beta
-0.00
0.00
Upside Capture
14.03%
Downside Capture
-25.74%

Expense Ratio

CREMX has a high expense ratio of 5.16%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CREMX ranks 100 for risk / return — in the top 100% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CREMX Risk / Return Rank: 100100
Overall Rank
CREMX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CREMX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CREMX Omega Ratio Rank: 100100
Omega Ratio Rank
CREMX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CREMX Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Redwood Real Estate Income Fund (CREMX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CREMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+15.82

Sortino ratioReturn per unit of downside risk

+180.73

Omega ratioGain probability vs. loss probability

183.39

1.37

+182.02

Calmar ratioReturn relative to maximum drawdown

191.47

2.78

+188.68

Martin ratioReturn relative to average drawdown

3,021.29

12.44

+3,008.85

Dividends

Dividend History

Redwood Real Estate Income Fund provided a 7.12% dividend yield over the last twelve months, with an annual payout of $1.79 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.79$1.85$1.92$0.49

Dividend yield

7.12%7.38%7.64%1.98%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.15$0.16$0.15$0.13$0.15$0.00$0.74
2025$0.16$0.17$0.16$0.15$0.16$0.13$0.14$0.15$0.16$0.16$0.16$0.15$1.85
2024$0.15$0.12$0.17$0.16$0.18$0.16$0.17$0.17$0.17$0.14$0.17$0.14$1.92
2023$0.05$0.13$0.15$0.16$0.49

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Redwood Real Estate Income 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 Redwood Real Estate Income Fund was 0.71%, occurring on May 31, 2024. Recovery took 19 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2024 pullback2024
-0.71%May 2024
0s28d
28dMay 2024 - Jun 2024
2025 selloff2025
-0.48%Mar 2025
0s25d
25dMar 2025 - Apr 2025
2025 pullback2025
-0.04%Aug 2025
0s1d
1dAug 2025 - Aug 2025
2025 selloff2025
-0.03%May 2025
0s1d
1dMay 2025 - May 2025
2023 pullback2023
-0.01%Nov 2023
0s2d
2dNov 2023 - Dec 2023

Drawdown Indicators


CREMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.71%

-56.78%

+56.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-9.10%

+9.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-0.02%

-10.71%

+10.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.03%

-2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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