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ISIN
US4702588157
CUSIP
803431428
Inception Date
Oct 25, 2009
Category
REIT
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JAREX Performance Chart

Easterly Global Real Estate Fund (JAREX) is up 9.6% since the beginning of the year. JAREX is currently trading at $15 per share. Investors who bought $1,000 worth of JAREX shares 5 years ago would now be looking at an investment worth $967.


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S&P 500 Index

Returns By Period

Easterly Global Real Estate Fund (JAREX) has returned 9.58% so far this year and 5.14% over the past 12 months. Over the last ten years, JAREX has returned 4.73% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Easterly Global Real Estate Fund

1D
0.48%
1M
-0.67%
YTD
9.58%
6M
10.29%
1Y
5.14%
3Y*
6.68%
5Y*
-0.66%
10Y*
4.73%

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)

JAREX Monthly Returns History

Based on dividend-adjusted daily data since Oct 26, 2009, JAREX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +15.5%, while the worst month was Mar 2020 at -23.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JAREX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.86%5.90%-9.12%9.32%0.20%-0.87%9.58%
20252.33%1.32%-1.70%3.63%3.15%1.97%-3.77%1.64%-0.85%-3.08%0.81%0.05%5.33%
2024-3.96%-0.15%1.33%-4.48%5.00%-1.37%6.68%5.97%3.74%-6.99%0.93%-5.09%0.44%
202310.80%-6.70%-3.52%2.79%-6.02%3.85%3.72%-3.14%-5.48%-6.56%12.19%7.31%6.88%
2022-4.34%-0.92%2.09%-4.36%-2.04%-7.86%6.58%-8.25%-13.52%-0.40%10.74%-3.04%-24.45%
2021-1.09%6.89%2.79%4.85%1.08%2.10%1.12%-0.26%-2.40%3.59%-2.72%4.54%21.95%

Benchmark Metrics

Easterly Global Real Estate Fund has an annualized alpha of -1.84%, beta of 0.70, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 26, 2009.

  • This fund participated in 100.20% of S&P 500 Index downside but only 75.31% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.84%
Beta
0.70
0.55
Upside Capture
75.31%
Downside Capture
100.20%

Expense Ratio

JAREX has a high expense ratio of 1.36%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JAREX ranks 6 for risk / return — in the bottom 6% 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.


JAREX Risk / Return Rank: 66
Overall Rank
JAREX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
JAREX Sortino Ratio Rank: 66
Sortino Ratio Rank
JAREX Omega Ratio Rank: 66
Omega Ratio Rank
JAREX Calmar Ratio Rank: 66
Calmar Ratio Rank
JAREX Martin Ratio Rank: 66
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 Easterly Global Real Estate Fund (JAREX) 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.


JAREXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.10

Omega ratioGain probability vs. loss probability

1.08

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

0.44

2.78

-2.34

Martin ratioReturn relative to average drawdown

1.19

12.44

-11.25

Dividends

Dividend History

Easterly Global Real Estate Fund provided a 2.97% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.44$0.44$0.40$0.29$0.75$1.92$1.15$2.48$1.84$1.88$1.56$2.00

Dividend yield

2.97%3.25%2.98%2.16%5.76%10.54%6.95%13.63%11.79%10.05%8.78%10.96%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.09$0.44
2024$0.00$0.00$0.07$0.00$0.00$0.16$0.00$0.00$0.08$0.00$0.00$0.08$0.40
2023$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.09$0.29
2022$0.00$0.00$0.20$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.23$0.75
2021$0.00$0.00$0.29$0.00$0.00$0.40$0.00$0.00$0.36$0.00$0.00$0.87$1.92

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 Easterly Global Real Estate 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 Easterly Global Real Estate Fund was 40.58%, occurring on Mar 23, 2020. Recovery took 244 trading sessions.

The current Easterly Global Real Estate Fund drawdown is 7.23%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-40.58%Mar 2020
1mo 4d11mo 23d
1y 22dFeb 2020 - Mar 2021
2023 bear market2023
-35.05%Oct 2023
1y 11mo
4y 7moNov 2021 - now
2011 bear market2011
-27.20%Oct 2011
10mo 29d10mo 2d
1y 8moNov 2010 - Jul 2012
2016 correction2016
-18.38%Feb 2016
10mo 10d3mo 28d
1y 2moApr 2015 - Jun 2016
2013 correction2013
-14.91%Jun 2013
1mo 16d1y 7d
1y 1moMay 2013 - Jul 2014

Drawdown Indicators


JAREXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.58%

-56.78%

+16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-9.10%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-18.90%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-25.43%

-9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.58%

-33.92%

-6.66%

Current Drawdown

Current decline from peak

-7.23%

-1.80%

-5.43%

Average Drawdown

Average peak-to-trough decline

-8.78%

-10.71%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

2.03%

+2.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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