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Federal Realty Investment Trust

FRT
Equity · Currency in USD
ISIN
US3137472060
CUSIP
313747206
Sector
Real Estate
Industry
REIT—Retail

FRTPrice Chart


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FRTPerformance

The chart shows the growth of $10,000 invested in FRT on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,353 for a total return of roughly 123.53%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
123.53%
259.57%
S&P 500

FRTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.04%
YTD24.66%
6M34.77%
1Y37.24%
5Y-4.38%
10Y5.85%

FRTMonthly Returns Heatmap


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FRTSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Federal Realty Investment Trust Sharpe ratio is 1.19. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.0020122014201620182020
1.19

FRTDividends

Federal Realty Investment Trust granted a 4.03% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $4.23 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$4.23$4.22$4.14$4.04$3.96$3.84$3.62$3.30$4.58$3.57$2.72$2.66
Dividend yield
4.03%4.96%3.22%3.42%2.98%2.70%2.48%2.47%4.52%3.43%3.00%3.41%

FRTDrawdowns Chart


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-27.14%

FRTWorst Drawdowns

The table below shows the maximum drawdowns of the Federal Realty Investment Trust. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 56.47%, recorded on Apr 3, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-56.47%Aug 2, 2016925Apr 3, 2020
-17.87%May 16, 201325Jun 20, 2013195Mar 31, 2014220
-16.59%Jul 25, 201111Aug 8, 201116Aug 30, 201127
-16.3%Mar 24, 2015108Aug 25, 201551Nov 5, 2015159
-14.05%May 4, 201013May 20, 201045Jul 26, 201058
-11.21%Oct 26, 201036Dec 15, 201050Feb 28, 201186
-10.76%Sep 1, 201122Oct 3, 201126Nov 8, 201148
-9.28%Oct 19, 201218Nov 15, 201263Feb 19, 201381
-8.94%Jan 20, 201016Feb 10, 201012Mar 1, 201028
-8.5%Nov 9, 201111Nov 23, 201118Dec 20, 201129

FRTVolatility Chart

Current Federal Realty Investment Trust volatility is 25.32%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%200.00%20122014201620182020
25.32%

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