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Federal Realty Investment Trust

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

FRTPrice Chart


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FRTPerformance

The chart shows the growth of $10,000 invested in Federal Realty Investment Trust on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $26,146 for a total return of roughly 161.46%. All prices are adjusted for splits and dividends.


FRT (Federal Realty Investment Trust)
Benchmark (S&P 500)

FRTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.38%
6M12.42%
YTD45.82%
1Y70.35%
5Y-0.42%
10Y6.60%

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 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


FRT (Federal Realty Investment Trust)
Benchmark (S&P 500)

FRTDividends

Federal Realty Investment Trust granted a 3.52% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $4.25 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$4.25$4.22$4.14$4.04$3.96$3.84$3.62$3.30$3.02$2.84$2.72$2.66

Dividend yield

3.52%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%2.73%3.00%3.41%

FRTDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FRT (Federal Realty Investment Trust)
Benchmark (S&P 500)

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 Federal Realty Investment Trust 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 17.22%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FRT (Federal Realty Investment Trust)
Benchmark (S&P 500)

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