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CRARX vs. AWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRARX vs. AWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay CBRE Real Estate Fund (CRARX) and abrdn Global Premier Properties Fund (AWP). The values are adjusted to include any dividend payments, if applicable.

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CRARX vs. AWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRARX
MainStay CBRE Real Estate Fund
4.03%-0.28%0.71%13.50%-26.95%52.55%-6.50%28.29%-8.00%5.23%
AWP
abrdn Global Premier Properties Fund
1.13%12.43%12.23%12.58%-37.13%40.41%-10.29%42.52%-18.47%44.91%

Returns By Period

In the year-to-date period, CRARX achieves a 4.03% return, which is significantly higher than AWP's 1.13% return. Over the past 10 years, CRARX has underperformed AWP with an annualized return of 4.31%, while AWP has yielded a comparatively higher 6.68% annualized return.


CRARX

1D
0.67%
1M
-7.02%
YTD
4.03%
6M
1.92%
1Y
2.02%
3Y*
4.89%
5Y*
3.16%
10Y*
4.31%

AWP

1D
2.26%
1M
-9.07%
YTD
1.13%
6M
1.12%
1Y
10.16%
3Y*
9.73%
5Y*
1.81%
10Y*
6.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRARX vs. AWP - Expense Ratio Comparison

CRARX has a 0.83% expense ratio, which is lower than AWP's 1.19% expense ratio.


Return for Risk

CRARX vs. AWP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRARX
CRARX Risk / Return Rank: 77
Overall Rank
CRARX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CRARX Sortino Ratio Rank: 66
Sortino Ratio Rank
CRARX Omega Ratio Rank: 66
Omega Ratio Rank
CRARX Calmar Ratio Rank: 88
Calmar Ratio Rank
CRARX Martin Ratio Rank: 1010
Martin Ratio Rank

AWP
AWP Risk / Return Rank: 1818
Overall Rank
AWP Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AWP Sortino Ratio Rank: 1616
Sortino Ratio Rank
AWP Omega Ratio Rank: 1616
Omega Ratio Rank
AWP Calmar Ratio Rank: 1818
Calmar Ratio Rank
AWP Martin Ratio Rank: 2121
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.

CRARX vs. AWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay CBRE Real Estate Fund (CRARX) and abrdn Global Premier Properties Fund (AWP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CRARXAWPDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.54

-0.41

Sortino ratio

Return per unit of downside risk

0.28

0.86

-0.57

Omega ratio

Gain probability vs. loss probability

1.04

1.12

-0.08

Calmar ratio

Return relative to maximum drawdown

0.26

0.69

-0.43

Martin ratio

Return relative to average drawdown

1.02

2.75

-1.73

CRARX vs. AWP - Sharpe Ratio Comparison

The current CRARX Sharpe Ratio is 0.13, which is lower than the AWP Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of CRARX and AWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRARXAWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.54

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.08

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.28

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.05

+0.27

Correlation

The correlation between CRARX and AWP is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CRARX vs. AWP - Dividend Comparison

CRARX's dividend yield for the trailing twelve months is around 1.66%, less than AWP's 12.74% yield.


TTM20252024202320222021202020192018201720162015
CRARX
MainStay CBRE Real Estate Fund
1.66%2.57%1.80%3.36%34.64%4.37%1.77%15.57%30.33%21.82%8.85%7.27%
AWP
abrdn Global Premier Properties Fund
12.74%12.50%12.44%12.37%12.31%7.02%9.13%8.49%12.05%8.90%11.70%10.40%

Drawdowns

CRARX vs. AWP - Drawdown Comparison

The maximum CRARX drawdown since its inception was -72.66%, smaller than the maximum AWP drawdown of -85.93%. Use the drawdown chart below to compare losses from any high point for CRARX and AWP.


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Drawdown Indicators


CRARXAWPDifference

Max Drawdown

Largest peak-to-trough decline

-72.66%

-85.93%

+13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-14.21%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-35.43%

-43.93%

+8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-53.95%

+8.76%

Current Drawdown

Current decline from peak

-13.38%

-9.68%

-3.70%

Average Drawdown

Average peak-to-trough decline

-12.61%

-27.59%

+14.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.54%

-0.47%

Volatility

CRARX vs. AWP - Volatility Comparison

The current volatility for MainStay CBRE Real Estate Fund (CRARX) is 4.16%, while abrdn Global Premier Properties Fund (AWP) has a volatility of 6.96%. This indicates that CRARX experiences smaller price fluctuations and is considered to be less risky than AWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRARXAWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

6.96%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

10.81%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

18.88%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

22.21%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

23.59%

-2.30%