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FR: First Industrial Realty Trust Inc (STOCK)
Basic Info 47.38 0.02(0.04%) May 08
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/24/1994 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 2.46% |
Expenses | - |
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Performance Analytics (As of 05/08/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/24/1994 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.0 | -9.4 | -10.1 | 1.3 | 9.2 | 13.1 | 16.6 | 5.2 | 5.9 | 11.9 | -25.4 | 60.3 | 4.2 | 47.4 | -5.6 | 15.5 | 30.5 | 10.3 | 20.4 | 26.5 | 37.6 | 16.8 | 67.5 | -30.6 | -75.8 | -20.7 | 30.1 | 1.5 | 29.5 | 31.4 | -1.9 | -0.4 | 34.5 | 2.3 | -25.8 | 18.9 | 35.0 | 15.4 | -17.5 |
Sharpe Ratio | NA | -1.24 | -0.53 | -0.06 | 0.24 | 0.48 | NA | NA | 0.1 | 0.34 | -1.0 | 3.43 | 0.09 | 3.04 | -0.35 | 1.0 | 1.47 | 0.5 | 1.07 | 1.13 | 1.6 | 0.32 | 1.18 | -0.24 | -0.64 | -0.9 | 1.46 | -0.04 | 1.27 | 1.85 | -0.16 | -0.17 | 1.58 | -0.04 | -1.13 | 0.69 | 1.37 | 0.53 | -1.23 |
Draw Down(%) | NA | 16.5 | 25.4 | 36.0 | 41.1 | 41.1 | NA | NA | 95.4 | 25.4 | 32.7 | 7.7 | 41.1 | 5.8 | 17.9 | 11.5 | 13.8 | 15.7 | 12.2 | 23.8 | 12.8 | 40.5 | 58.3 | 74.7 | 85.0 | 25.8 | 15.1 | 11.0 | 17.2 | 8.0 | 25.8 | 17.0 | 9.8 | 16.4 | 39.6 | 12.0 | 10.2 | 11.5 | 25.9 |
Standard Deviation(%) | NA | 23.7 | 22.8 | 23.2 | 28.5 | 24.2 | NA | NA | 40.7 | 22.8 | 27.0 | 17.6 | 46.5 | 15.1 | 20.0 | 14.9 | 20.6 | 20.8 | 19.0 | 23.5 | 23.7 | 52.3 | 57.3 | 125.7 | 119.2 | 26.6 | 18.5 | 19.1 | 22.5 | 16.6 | 18.7 | 16.4 | 19.2 | 22.4 | 25.7 | 22.2 | 22.8 | 21.9 | 27.8 |
Treynor Ratio | NA | -0.34 | -0.12 | -0.02 | 0.07 | 0.13 | NA | NA | 0.04 | 0.07 | -0.35 | 1.02 | 0.04 | 0.72 | -0.11 | 0.19 | 0.36 | 0.12 | 0.21 | 0.19 | 0.3 | 0.1 | 0.32 | -0.1 | -0.42 | -0.2 | 0.26 | -0.01 | 0.34 | 0.63 | -0.11 | -0.1 | 1.37 | -0.06 | -0.62 | 0.4 | 0.45 | 1.37 | -0.47 |
Alpha | NA | -0.18 | -0.12 | -0.01 | -0.01 | 0.01 | NA | NA | 0.0 | -0.05 | -0.05 | 0.14 | -0.05 | 0.09 | -0.01 | 0.0 | 0.07 | 0.04 | 0.03 | -0.06 | 0.06 | 0.09 | 0.12 | -0.2 | 0.0 | -0.11 | 0.05 | -0.01 | 0.07 | 0.06 | 0.02 | 0.01 | 0.12 | -0.01 | -0.15 | 0.03 | 0.07 | 0.04 | -0.16 |
Beta | NA | 0.87 | 1.03 | 0.82 | 0.96 | 0.9 | NA | NA | 1.16 | 1.06 | 0.77 | 0.59 | 1.12 | 0.64 | 0.62 | 0.77 | 0.83 | 0.83 | 0.96 | 1.38 | 1.27 | 1.74 | 2.12 | 3.21 | 1.83 | 1.17 | 1.04 | 1.14 | 0.84 | 0.49 | 0.28 | 0.28 | 0.22 | 0.15 | 0.47 | 0.38 | 0.69 | 0.08 | 0.73 |
RSquared | NA | 0.2 | 0.3 | 0.4 | 0.54 | 0.46 | NA | NA | 0.28 | 0.4 | 0.51 | 0.21 | 0.73 | 0.28 | 0.27 | 0.13 | 0.3 | 0.37 | 0.35 | 0.45 | 0.49 | 0.66 | 0.48 | 0.48 | 0.39 | 0.5 | 0.36 | 0.4 | 0.19 | 0.23 | 0.14 | 0.15 | 0.08 | 0.01 | 0.13 | 0.08 | 0.11 | 0.0 | 0.05 |
Yield(%) | N/A | 0.7 | 2.5 | 2.4 | 3.3 | 4.9 | 10.1 | 3.4 | N/A | 2.7 | 1.8 | 2.6 | 2.4 | 3.3 | 2.8 | 3.0 | 3.5 | 2.5 | 2.3 | 2.2 | 0.0 | 0.0 | 0.0 | 0.0 | 7.2 | 6.1 | 7.1 | 6.9 | 8.2 | 9.6 | 8.7 | 7.9 | 9.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -71.1 | 11.8 | 27.3 | 58.4 | -31.9 | N/A | N/A | N/A | 10.3 | 7.4 | 8.0 | 8.7 | 4.5 | 4.8 | 10.5 | 46.2 | 30.0 | 25.0 | N/A | N/A | N/A | N/A | -100.0 | -15.4 | 1.4 | 0.4 | 2.2 | 0.7 | 0.0 | 2.3 | 5.6 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/24/1994
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