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Inception Date
Jul 2, 1991
Category
REIT
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Real Estate

Share Price Chart


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Performance

CSJZX Performance Chart

Cohen & Steers Realty Shares Fund Class Z (CSJZX) is up 11.2% since the beginning of the year. CSJZX is currently trading at $73 per share. Investors who bought $1,000 worth of CSJZX shares 5 years ago would now be looking at an investment worth $1,206.


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S&P 500 Index

Returns By Period

Cohen & Steers Realty Shares Fund Class Z (CSJZX) has returned 11.15% so far this year and 10.12% over the past 12 months.


Cohen & Steers Realty Shares Fund Class Z

1D
-1.76%
1M
-1.86%
YTD
11.15%
6M
10.18%
1Y
10.12%
3Y*
10.41%
5Y*
3.82%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSJZX Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 2019, CSJZX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +12.6%, while the worst month was Mar 2020 at -18.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CSJZX closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -17.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.01%7.42%-5.49%9.53%-0.24%-1.76%11.15%
20251.08%4.10%-1.94%-0.47%1.06%0.70%-1.14%1.92%0.42%-2.66%2.64%-2.59%2.92%
2024-4.56%2.82%1.44%-7.64%6.46%2.35%6.79%5.20%3.31%-2.63%2.77%-8.36%6.62%
202310.51%-5.69%-1.74%1.28%-3.37%5.41%1.86%-2.90%-7.83%-2.90%12.56%7.17%12.79%
2022-7.35%-4.97%6.82%-3.68%-4.75%-5.74%8.28%-6.01%-12.54%2.73%6.55%-5.21%-24.89%
2021-0.66%4.14%4.97%9.00%0.26%2.52%4.36%2.76%-5.74%7.23%-0.88%8.93%42.37%

Benchmark Metrics

Cohen & Steers Realty Shares Fund Class Z has an annualized alpha of -4.69%, beta of 0.86, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since July 03, 2019.

  • This fund participated in 100.18% of S&P 500 Index downside but only 70.61% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -4.69% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.86 and R2 of 0.56, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-4.69%
Beta
0.86
0.56
Upside Capture
70.61%
Downside Capture
100.18%

Expense Ratio

CSJZX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CSJZX ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CSJZX Risk / Return Rank: 1111
Overall Rank
CSJZX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CSJZX Sortino Ratio Rank: 99
Sortino Ratio Rank
CSJZX Omega Ratio Rank: 99
Omega Ratio Rank
CSJZX Calmar Ratio Rank: 1414
Calmar Ratio Rank
CSJZX Martin Ratio Rank: 1111
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 Cohen & Steers Realty Shares Fund Class Z (CSJZX) and compare them to S&P 500 Index.


CSJZXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.77

2.39

-1.62

Sortino ratio

Return per unit of downside risk

1.10

3.25

-2.15

Omega ratio

Gain probability vs. loss probability

1.14

1.43

-0.29

Calmar ratio

Return relative to maximum drawdown

1.33

3.11

-1.79

Martin ratio

Return relative to average drawdown

3.46

14.38

-10.92

Dividends

Dividend History

Cohen & Steers Realty Shares Fund Class Z provided a 2.80% dividend yield over the last twelve months, with an annual payout of $2.04 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$2.04$2.01$1.86$2.25$4.43$3.11$1.57$5.73

Dividend yield

2.80%3.05%2.82%3.54%7.57%3.72%2.58%8.65%

Monthly Dividends

The table displays the monthly dividend distributions for Cohen & Steers Realty Shares Fund Class Z. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.47$0.00$0.00$0.00$0.47
2025$0.00$0.00$0.44$0.00$0.00$0.62$0.00$0.00$0.47$0.00$0.00$0.48$2.01
2024$0.00$0.00$0.45$0.00$0.00$0.52$0.00$0.00$0.39$0.00$0.00$0.51$1.86
2023$0.00$0.00$0.43$0.00$0.00$0.50$0.00$0.00$0.41$0.00$0.00$0.91$2.25
2022$0.00$0.00$0.37$0.00$0.00$1.35$0.00$0.00$0.46$0.00$0.00$2.25$4.43
2021$0.00$0.00$0.28$0.00$0.00$0.29$0.00$0.00$0.35$0.00$0.00$2.20$3.11

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 Cohen & Steers Realty Shares Fund Class Z. 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 Cohen & Steers Realty Shares Fund Class Z was 41.66%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.

The current Cohen & Steers Realty Shares Fund Class Z drawdown is 3.25%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.66%Mar 2020
1mo 4d1y 23d
1y 1moFeb 2020 - Apr 2021
Bear market2022
-31.61%Oct 2022
9mo 14d3y 4mo
4y 1moJan 2022 - Feb 2026
2026 pullback2026
-7.77%Mar 2026
24d18d
1mo 12dMar 2026 - Apr 2026
2021 pullback2021
-7.63%Sep 2021
27d28d
1mo 25dSep 2021 - Oct 2021
2019 pullback2019
-5.70%Dec 2019
1mo 26d1mo
2mo 26dOct 2019 - Jan 2020

Drawdown Indicators


CSJZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-56.78%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-9.10%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

-18.90%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-31.61%

-25.43%

-6.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.25%

0.00%

-3.25%

Average Drawdown

Average peak-to-trough decline

-11.45%

-10.72%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.97%

+1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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