Risk-adjusted performance analysis: China direct real estate: 2008–2023
| Average annual return | Annual risk | Reward-to-risk ratio | Sharpe ratio | |
|---|---|---|---|---|
| Direct RE | 6.30% | 6.48% | 0.97 | 0.42 |
| Stocks | −0.11% | 29.53% | −0.01 | −0.13 |
| Listed RE | −3.13% | 43.45% | −0.07 | −0.16 |
| Bonds | 4.38% | 6.01% | 0.73 | 0.13 |
| Average annual return | Annual risk | Reward-to-risk ratio | Sharpe ratio | |
|---|---|---|---|---|
| Direct RE | 6.30% | 6.48% | 0.97 | 0.42 |
| Stocks | −0.11% | 29.53% | −0.01 | −0.13 |
| Listed RE | −3.13% | 43.45% | −0.07 | −0.16 |
| Bonds | 4.38% | 6.01% | 0.73 | 0.13 |
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