US REITs


Performance Analytics (From 12/02/2003 To 03/27/2024)

Not up-to-date? Try
Last 1 Week* YTD*(2024) 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception** 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003
Annualized Return(%) 0.1 -2.8 11.4 1.1 3.2 6.0 13.2 7.3 7.8 13.1 -26.2 40.5 -4.7 29.0 -6.0 5.1 8.5 2.4 30.3 2.5 17.7 8.6 29.0 29.8 -37.0 -16.4 35.2 12.1 30.8 0.8
Sharpe Ratio NA -1.37 0.55 -0.04 0.08 0.24 NA NA 0.22 0.44 -1.11 2.74 -0.11 2.25 -0.45 0.24 0.49 0.14 2.72 0.16 1.31 0.28 1.03 0.44 -0.5 -0.76 2.22 0.64 1.69 1.14
Draw Down(%) NA 7.6 17.4 34.4 42.3 42.3 NA NA 73.1 21.8 32.8 7.6 42.3 5.4 12.9 11.8 15.2 17.3 7.6 18.0 9.1 23.0 17.1 42.2 63.7 28.0 10.1 11.3 18.3 1.9
Standard Deviation(%) NA 16.4 18.5 20.4 25.7 21.5 NA NA 30.0 20.2 24.9 14.7 43.3 12.2 16.2 18.6 17.1 17.3 11.1 15.6 13.7 30.2 28.0 66.7 74.8 25.6 14.5 15.7 17.7 10.5
Treynor Ratio NA -0.23 0.1 -0.01 0.02 0.05 NA NA 0.07 0.09 -0.28 0.42 -0.05 0.28 -0.07 0.04 0.08 0.02 0.31 0.02 0.18 0.09 0.29 0.3 -0.38 -0.19 0.32 0.1 0.3 0.11
Alpha NA 0.01 0.0 0.0 0.0 0.0 NA NA 0.0 0.0 0.0 0.01 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.01 0.01 -0.13
Beta NA 0.98 1.0 0.99 1.0 1.0 NA NA 1.0 1.0 1.0 0.96 1.0 1.0 1.0 1.07 1.0 1.0 0.97 1.0 1.0 1.0 1.0 1.0 1.0 1.0 0.99 1.0 1.0 1.13
RSquared NA 0.99 1.0 0.99 1.0 0.95 NA NA 0.99 1.0 1.0 0.95 1.0 1.0 1.0 0.35 1.0 1.0 0.98 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 0.99 0.59

*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/02/2003

Compare with other asset classes >>


Top Rated Funds

Best Mutual Funds

Best ETFs

Best Closed End Funds

Best Mutual Funds

Best ETFs

Best Closed End Funds


comments powered by Disqus
Register for FREE No Credit Card Required
Or Start FREE 30-day trial now >>

Members enjoy Free features

  • Customize and follow a diversified strategic allocation portfolio for your 401k, IRA and brokerage investments within minutes
  • Receive monthly or quarterly re-balance emails
  • Enter funds and percentages in your portfolio, see its historical performance and receive ongoing rebalance emails
  • Real time fund ranking and selection for your plans
  • Quality retirement investing newsletter emails
  • Fund ranking and selection for your plans

Tens of thousands of users have signed up!

Join Now (Free)
No Credit Card Required

User names can only consist of alphabetic and
numeric characters.(eg: 0-9a-zA-Z)
I agree to the Terms of use

Login With Facebook:

Get Started Now. It's Free!

Get portfolio suggestions for your
401k plan or brokerage accounts

Powered by MyPlanIQ
You have created an account on MyPlanIQ.com by using this email "", please login MyPlanIQ account or reset your password.