Risk-adjusted performance analysis of Australian retail property: pre-pandemic: Q1 1990-Q4 2019
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 10.07% | 2.64% | 2.20 |
| Metropolitan | 10.07% | 2.63% | 2.21 |
| Country | 10.04% | 3.13% | 1.85 |
| New South Wales | 10.22% | 3.22% | 1.85 |
| Victoria | 9.86% | 2.81% | 1.99 |
| Queensland | 9.84% | 3.47% | 1.61 |
| Prime | 10.15% | 2.79% | 2.11 |
| Secondary | 9.98% | 3.08% | 1.85 |
| Office property | 7.50% | 4.87% | 0.66 |
| Industrial property | 10.03% | 4.10% | 1.41 |
| Listed property | 8.93% | 15.16% | 0.31 |
| Stocks | 9.23% | 13.28% | 0.37 |
| Bonds | 5.73% | 5.26% | 0.28 |
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 10.07% | 2.64% | 2.20 |
| Metropolitan | 10.07% | 2.63% | 2.21 |
| Country | 10.04% | 3.13% | 1.85 |
| New South Wales | 10.22% | 3.22% | 1.85 |
| Victoria | 9.86% | 2.81% | 1.99 |
| Queensland | 9.84% | 3.47% | 1.61 |
| Prime | 10.15% | 2.79% | 2.11 |
| Secondary | 9.98% | 3.08% | 1.85 |
| Office property | 7.50% | 4.87% | 0.66 |
| Industrial property | 10.03% | 4.10% | 1.41 |
| Listed property | 8.93% | 15.16% | 0.31 |
| Stocks | 9.23% | 13.28% | 0.37 |
| Bonds | 5.73% | 5.26% | 0.28 |
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