Processing
Processing. Please wait...

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

Saving Account

Market

Theme Equities

Hypothetical Portfolio

Filter Theme

Optimize This Theme

Daily Expected Return (%)

Change Benchmark

Embed

Export

Risk [Daily Volatility] (%)

Build more portfolios

Check other themes

Change country

Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price	Advice *
ICERX	ING European Real Estate C	0.33%	0.59%	0.21%	15.18	Strong Hold
GMORX	GMO Real Estate III	0.16%	0.77%	0.13%	10.67	Strong Buy
DPRTX	Delaware Pooled Real Estate Inv Trust II	0.14%	0.74%	0.12%	8.31	Strong Buy
ARFCX	ASTON-Harrison Street Real Estate N	0.05%	0.81%	0.05%	12.12	Strong Buy
AARIX	ASTON-Harrison Street Real Estate I	0.05%	0.81%	0.05%	12.05	Strong Buy
PHREX	Phocas Real Estate	0.00%	0.89%	0.01%	26.49	Strong Buy
SLDAX	RiverSource LaSalle Global Rel Est A	0.24%	0.60%	0.14%	10.16	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

Embed

Export

Returns

Market

Portfolio

Alpha (Return Over Market)

(0.03)

Beta (Market Sensitivity)

0.29

Efficiency (Sharpe Ratio)

0.06

Risk (Volatility)

0.36

Expected Return

0.03

Technical analysis of total daily returns

Risk Adjusted Performance	0.0367
Market Risk Adjusted Performance	0.0445
Mean Deviation	0.1591
Semi-Deviation	0.2655
Downside Deviation	0.33
Coefficient Of Variation	1100.97
Standard Deviation	0.2202
Variance	0.0485
Information Ratio	(0.79)
Jensen Alpha	(0.04)
Total Risk Alpha	(0.06)
Sortino Ratio	(0.53)
Treynor Ratio	0.0345
Maximum Drawdown	0.99
Value At Risk	(0.24)

Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us

Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey

Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium