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Redwood Real Estate Income Fund (CREMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

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


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S&P 500 Index

Returns By Period

Redwood Real Estate Income Fund (CREMX) has returned 1.84% so far this year and 7.64% over the past 12 months.


Redwood Real Estate Income Fund

1D
0.04%
1M
0.52%
YTD
1.84%
6M
3.80%
1Y
7.64%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 11, 2023, CREMX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 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 31 consecutive months, and the longest losing streak was 0 months.

On a daily basis, CREMX closed higher 64% 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%0.52%1.84%
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 7.84%, beta of -0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 12, 2023.

  • This fund captured 16.19% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -23.22%) — 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
7.84%
Beta
-0.00
0.00
Upside Capture
16.19%
Downside Capture
-23.22%

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 a chosen benchmark (S&P 500 Index).


CREMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

10.81

0.90

+9.91

Sortino ratio

Return per unit of downside risk

14.46

1.39

+13.07

Omega ratio

Gain probability vs. loss probability

13.62

1.21

+12.41

Calmar ratio

Return relative to maximum drawdown

16.19

1.40

+14.79

Martin ratio

Return relative to average drawdown

101.79

6.61

+95.18

Explore CREMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Redwood Real Estate Income Fund provided a 6.66% dividend yield over the last twelve months, with an annual payout of $1.68 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$1.68$1.85$1.92$0.49

Dividend yield

6.66%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$0.00$0.31
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.71%May 31, 20241May 31, 202419Jun 28, 202420
-0.48%Mar 31, 20251Mar 31, 202518Apr 25, 202519
-0.04%Aug 20, 20251Aug 20, 20251Aug 21, 20252
-0.03%May 28, 20251May 28, 20251May 29, 20252
-0.01%Nov 29, 20231Nov 29, 20232Dec 1, 20233

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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