Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WRE (Washington Real Estate Investment) | NA | -27.52% | -11.57% | -6.76% | 0.35% | 0.93% | 3.09% | … | … |
Data as of 12/21/2022, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WRE (Washington Real Estate Investment) | 03/17/1980 | 12/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.12 | -27.52 | -11.57 | -6.76 | 0.35 | 0.93 | 3.09 | … | … | -29.09 | 26.02 | -21.65 | 26.87 | -26.09 | -4.80 | 20.81 | -2.17 | 18.41 | -10.67 | -4.39 | -11.75 | 12.49 | -2.65 | -9.90 | -21.47 | 31.80 | -10.39 | 15.99 | 14.51 | 2.45 | 5.35 | 57.50 | -19.46 | 11.19 | -4.29 | 10.24 | -1.55 | -21.34 | 1.86 | 13.92 | 58.21 | -11.84 | -9.52 | 37.70 | 2.23 | 20.13 | 18.25 | 34.04 | 11.02 | 20.95 | 1.29 | 24.90 |
| Sharpe Ratio | NA | -1.11 | -0.34 | -0.25 | -0.01 | NA | NA | … | … | -1.19 | 1.08 | -0.42 | 0.20 | -2.38 | -1.76 | -0.66 | -1.07 | -0.01 | -1.55 | -1.46 | -0.96 | -0.24 | -0.34 | -0.40 | -1.58 | 0.44 | -1.31 | -0.14 | -0.27 | -0.70 | -0.70 | -0.41 | 0.27 | 2.45 | -2.40 | 0.65 | -2.85 | -0.81 | 0.08 | 0.65 | 3.15 | -0.63 | -0.57 | 2.08 | 0.07 | 0.92 | 0.85 | 1.60 | 0.38 | 0.65 | 0.04 | 1.97 |
| Standard Deviation(%) | NA | 25.87 | 36.35 | 30.64 | 25.04 | NA | NA | … | … | 26.15 | 24.00 | 52.03 | 18.09 | 20.02 | 13.74 | 20.17 | 19.29 | 16.99 | 18.82 | 15.89 | 31.61 | 25.57 | 62.74 | 72.50 | 27.62 | 21.58 | 23.96 | 25.39 | 17.82 | 24.83 | 22.99 | 26.95 | 20.32 | 18.14 | 21.15 | 18.74 | 22.32 | 24.12 | 23.04 | 21.15 | 18.40 | 18.70 | 16.66 | 18.00 | 31.66 | 21.74 | 21.46 | 21.23 | 28.54 | 32.21 | 33.66 | 16.45 |
| Draw Down(%) | NA | 36.57 | 43.87 | 43.87 | 43.87 | NA | NA | … | … | 36.57 | 15.25 | 43.71 | 13.33 | 27.96 | 9.38 | 19.39 | 20.37 | 10.60 | 25.13 | 21.39 | 26.12 | 18.56 | 44.88 | 45.95 | 31.37 | 11.83 | 16.89 | 21.25 | 7.21 | 27.16 | 14.48 | 15.19 | 24.83 | 13.84 | 18.06 | 8.96 | 15.91 | 28.31 | 22.28 | 15.02 | 16.30 | 28.29 | 13.45 | 13.62 | 36.07 | 18.01 | 17.39 | 9.80 | 28.89 | 18.58 | 40.52 | 11.38 |
| Yield(%) | 0.00 | 2.69 | 3.04 | 3.25 | 4.20 | 4.05 | 5.33 | … | … | 2.60 | 4.42 | 4.14 | 5.27 | 3.99 | 3.67 | 4.53 | 4.28 | 5.22 | 4.51 | 5.28 | 5.49 | 6.34 | 6.30 | 5.53 | 4.17 | 5.23 | 4.83 | 5.30 | 5.73 | 5.60 | 5.80 | 8.28 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/21/2022, Common starting date is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WRE (Washington Real Estate Investment) |
-17.56%
Mar 2006 – Mar 2009 |
-7.94%
Sep 2017 – Sep 2022 |
-1.37%
Oct 2010 – Oct 2020 |
0.65%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WRE (Washington Real Estate Investment) |
33.08%
Sep 1990 – Sep 1993 |
24.44%
Dec 1999 – Dec 2004 |
14.35%
Oct 1996 – Oct 2006 |
10.68%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart