Risk-adjusted performance analysis of Australian retail property: full period: Q1-1990-Q4 2024
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 8.88% | 3.91% | 1.28 |
| Metropolitan | 8.84% | 3.95% | 1.26 |
| Country | 9.00% | 4.13% | 1.24 |
| New South Wales | 9.07% | 4.49% | 1.16 |
| Victoria | 8.69% | 3.82% | 1.26 |
| Queensland | 8.70% | 4.34% | 1.11 |
| Prime | 8.82% | 4.56% | 1.09 |
| Secondary | 9.03% | 3.62% | 1.42 |
| Office property | 6.42% | 5.22% | 0.49 |
| Industrial property | 10.21% | 5.07% | 1.25 |
| Listed property | 8.36% | 16.99% | 0.26 |
| Stocks | 9.11% | 13.78% | 0.38 |
| Bonds | 5.31% | 5.39% | 0.99 |
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 8.88% | 3.91% | 1.28 |
| Metropolitan | 8.84% | 3.95% | 1.26 |
| Country | 9.00% | 4.13% | 1.24 |
| New South Wales | 9.07% | 4.49% | 1.16 |
| Victoria | 8.69% | 3.82% | 1.26 |
| Queensland | 8.70% | 4.34% | 1.11 |
| Prime | 8.82% | 4.56% | 1.09 |
| Secondary | 9.03% | 3.62% | 1.42 |
| Office property | 6.42% | 5.22% | 0.49 |
| Industrial property | 10.21% | 5.07% | 1.25 |
| Listed property | 8.36% | 16.99% | 0.26 |
| Stocks | 9.11% | 13.78% | 0.38 |
| Bonds | 5.31% | 5.39% | 0.99 |
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