US REITs
Performance Analytics (From 12/02/2003 To 04/19/2024)
Not up-to-date? TryLast 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(%) | -0.9 | -9.0 | 1.0 | -2.8 | 2.3 | 5.2 | 11.3 | 7.6 | 7.4 | 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 | -1.77 | -0.25 | -0.25 | 0.02 | 0.19 | NA | NA | 0.21 | 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 | 11.0 | 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 | 18.3 | 18.9 | 20.6 | 25.8 | 21.6 | 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 | -0.32 | -0.05 | -0.05 | 0.01 | 0.04 | NA | NA | 0.06 | 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 | 0.0 | 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 | 1.0 | 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 | 1.0 | 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 |
Yield(%) | N/A | 0.8 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 4.3 | 2.9 | 3.7 | 3.6 | 4.3 | 4.3 | 4.3 | 5.0 | 3.8 | 4.5 | 4.2 | 4.1 | 3.6 | 4.6 | 5.5 | 5.0 | 4.0 | 5.4 | 6.4 | 6.4 | 0.0 |
Dividend Growth(%) | N/A | -79.2 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 6.9 | 9.1 | -9.6 | 5.8 | -11.5 | 0.0 | -10.3 | 27.9 | 6.2 | 3.2 | 17.0 | 17.8 | 0.0 | 4.7 | -35.8 | -1.5 | -5.6 | -8.9 | 23.4 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/02/2003
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Top Rated Funds
Best Mutual Funds
- PRRSX (REALESTATEREALRETURN STRATEGY FUND INSTITUTIONAL) (100%)
- PETPX (PIMCO REALESTATEREALRETURN STRATEGY FUND CLASS P) (100%)
- FRESX (FIDELITY REAL ESTATE INVESTMENT PORTFOLIO FIDELITY REAL ESTATE INVESTMENT PORTFOLIO) (97%)
- RRESX (GLOBAL REAL ESTATE SECURITIES FUND CLASS S) (94%)
- IRGIX (VY(R) CLARION GLOBAL REAL ESTATE PORTFOLIO CLASS I) (93%)
- IGREX (INVESCO GLOBAL REAL ESTATE FUND CLASS R5) (92%)
- FHEIX (FIDELITY ADVISOR REAL ESTATE FUND CLASS I) (91%)
- PURZX (PRUDENTIAL GLOBAL REAL ESTATE FUND CLASS Z) (91%)
- ARIIX (AB GLOBAL REAL ESTATE INVESTMENT FUND II CLASS I) (90%)
- TAREX (THIRD AVENUE REAL ESTATE VALUE FUND INSTITUTIONAL CLASS) (89%)
Best ETFs
- IYR (iShares U.S. Real Estate ETF) (100%)
- RWX (SPDR® Dow Jones International Real Estate ETF) (98%)
- IFGL (iShares International Developed Real Estate ETF) (97%)
- WPS (iShares International Developed Property ETF) (96%)
- ICF (iShares Cohen & Steers REIT ETF) (96%)
- RWR (SPDR® Dow Jones REIT ETF) (95%)
- RWO (SPDR® Dow Jones Global Real Estate ETF) (95%)
- VNQ (Vanguard Real Estate Index Fund ETF Shares) (95%)
- PSR (Invesco Active U.S. Real Estate Fund) (94%)
- FRI (First Trust S&P REIT Index Fund) (93%)
Best Closed End Funds
- RQI (Cohen & Steers Quality Income Realty Fund Inc) (100%)
- AWP (Aberdeen Global Premier Properties) (100%)
- RNP (Cohen & Steers REIT & Preferred Income Fund Inc) (99%)
- IGR (CBRE Clarion Global Real Estate Income Fund) (99%)
- RFI (Cohen Steers Total Return Realty Closed Fund) (99%)
- NRO (Neuberger Berman RE Securities IF) (98%)
- JRS (Nuveen Real Estate Fund) (97%)
- PGZ (Principal Real Estate Income Closed Fund) (94%)
Best Mutual Funds
- IIRIX (VOYA INTERNATIONAL REAL ESTATE FUND CLASS I) 237%
- IDGTX (VOYA GLOBAL REAL ESTATE FUND CLASS O) 228%
- IDROX (VOYA REAL ESTATE FUND CLASS O) 207%
- IRSBX (IVY ADVANTUS REAL ESTATE SECURITIES FUND CLASS B) 194%
- VGXRX (VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEX FUND INVESTOR) 177%
- TRFYX (TOUCHSTONE GLOBAL REAL ESTATE FUND CLASS Y) 172%
- BLRIX (BROOKFIELD GLOBAL LISTED REAL ESTATE FUND CLASS I) 172%
- TRFIX (TOUCHSTONE GLOBAL REAL ESTATE FUND INSTITUTIONAL) 172%
- BGREX (INVESCO GLOBAL REAL ESTATE FUND CLASS B) 167%
- FRSSX (NUVEEN REAL ESTATE SECURITIES FUND CLASS R3) 151%
Best ETFs
- IWDP.L (ISHARES II PLC ISHARES DM PROPE) 194%
- GRI (GRI Bio Inc.) 133%
- WREI (Wilshire US REIT ETF) 44%
- REM (iShares Mortgage Real Estate Capped ETF) 22%
- MORT (VanEck Mortgage REIT Income ETF) 21%
- KBWY (Invesco KBW Premium Yield Equity REIT ETF) 5%
- RWR (SPDR® Dow Jones REIT ETF) -10%
- FRI (First Trust S&P REIT Index Fund) -12%
- WPS (iShares International Developed Property ETF) -20%
- REZ (iShares Residential and Multisector Real Estate ETF) -23%
Best Closed End Funds
- RIT (LMP Real Estate Income) 133%
- PGZ (Principal Real Estate Income Closed Fund) 103%
- VCMRX (Versus Capital Multi Mngr Rl Estate Inco) 100%
- RNP (Cohen & Steers REIT & Preferred Income Fund Inc) 69%
- NRO (Neuberger Berman RE Securities IF) 43%
- AWP (Aberdeen Global Premier Properties) 36%
- AREIX (American Real Estate Income) 30%
- IGR (CBRE Clarion Global Real Estate Income Fund) 1%
- JRS (Nuveen Real Estate Fund) 1%
- RQI (Cohen & Steers Quality Income Realty Fund Inc) -14%
Best Mutual Funds
- KIRYX (SALIENT INTERNATIONAL REAL ESTATE FUND INSTITUTIONAL CLASS) 16%
- FFIRX (SALIENT INTERNATIONAL REAL ESTATE FUND INVESTOR CLASS) 16%
- KIRCX (SALIENT INTERNATIONAL REAL ESTATE FUND CLASS C) 16%
- EUEYX (Alpine Cyclical Advantage Property Instl) 16%
- FIRIX (FIDELITY INTERNATIONAL REAL ESTATE FUND FIDELITY ADVISOR INTERNATIONAL REAL ESTATE FUND: CLASS I) 15%
- MSUAX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS I) 15%
- FIRBX (Fidelity Advisor Intl Real Estate B) 15%
- LITOX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO OPEN SHARES) 14%
- LITIX (LAZARD GLOBAL REALTY EQUITY PORTFOLIO INSTITUTIONAL SHARES) 14%
- AEMEX (ALPINE EMERGING MARKETS REAL ESTATE FUND INSTITUTIONAL CLASS) 14%
Best ETFs
- IFAS (iShares Asia Developed Real Estate) 15%
- DRW (WisdomTree Global ex-US Real Estate Fund) 14%
- VNQI (Vanguard Global ex-U.S. Real Estate Index Fund ETF Shares) 14%
- WPS (iShares International Developed Property ETF) 14%
- IFGL (iShares International Developed Real Estate ETF) 13%
- RWX (SPDR® Dow Jones International Real Estate ETF) 13%
- ROOF (IQ U.S. Real Estate Small Cap ETF) 12%
- IFEU (iShares Europe Developed Real Estate ETF) 12%
- KBWY (Invesco KBW Premium Yield Equity REIT ETF) 11%
- GRI (GRI Bio Inc.) 9%
Best Closed End Funds
- AWP (Aberdeen Global Premier Properties) 15%
- IGR (CBRE Clarion Global Real Estate Income Fund) 12%
- RIT (LMP Real Estate Income) 11%
- RIF (RMR Real Estate Income Fund) 10%
- NRO (Neuberger Berman RE Securities IF) 9%
- RQI (Cohen & Steers Quality Income Realty Fund Inc) 6%
- JRS (Nuveen Real Estate Fund) 4%
- RFI (Cohen Steers Total Return Realty Closed Fund) 4%
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