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Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers funds or etfs investing in real estate backed instruments or issues backed by different types of commercial properties in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Optimize This Theme' button to continue

Risk and return landscape for Realty

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Market

Theme Equities

Hypothetical Portfolio

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Daily Expected Return (%)

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Risk [Daily Volatility] (%)

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Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price	Advice *
ICERX	ING European Real Estate C	0.42%	0.59%	0.26%	15.20	Strong Hold
ARFCX	ASTON-Harrison Street Real Estate N	0.16%	0.75%	0.13%	12.16	Strong Buy
AARIX	ASTON-Harrison Street Real Estate I	0.16%	0.76%	0.13%	12.09	Strong Buy
GMORX	GMO Real Estate III	0.14%	0.80%	0.12%	10.70	Strong Buy
DPRTX	Delaware Pooled Real Estate Inv Trust II	0.13%	0.76%	0.11%	8.33	Strong Buy
PHREX	Phocas Real Estate	0.08%	0.84%	0.07%	26.60	Strong Buy
SLDAX	RiverSource LaSalle Global Rel Est A	0.27%	0.62%	0.16%	10.13	Hold

* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Total return distribution analysis

Predicted Return Density

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Returns

Market

Portfolio

Alpha (Return Over Market)

(0.0072)

Beta (Market Sensitivity)

0.33

Efficiency (Sharpe Ratio)

0.14

Risk (Volatility)

0.35

Expected Return

0.06

Technical analysis of total daily returns

Risk Adjusted Performance	0.0678
Market Risk Adjusted Performance	0.0764
Mean Deviation	0.151
Semi-Deviation	0.221
Downside Deviation	0.3453
Coefficient Of Variation	682.51
Standard Deviation	0.2178
Variance	0.0474
Information Ratio	(0.79)
Jensen Alpha	(0.04)
Total Risk Alpha	(0.05)
Sortino Ratio	(0.50)
Treynor Ratio	0.0664
Maximum Drawdown	0.54
Value At Risk	(0.24)

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