Risk-adjusted performance analysis of Australian retail property: pandemic: Q1 2020-Q1 2021
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | −6.56% | 14.20% | −0.50 |
| Metropolitan | −7.51% | 14.30% | −0.56 |
| Country | −3.03% | 14.15% | −0.25 |
| New South Wales | −5.78% | 16.61% | −0.38 |
| Victoria | −8.97% | 11.91% | −0.80 |
| Queensland | −4.12% | 13.27% | −0.35 |
| Prime | −8.15% | 18.59% | −0.47 |
| Secondary | −4.29% | 8.91% | −0.54 |
| Office property | 3.75% | 3.13% | 1.02 |
| Industrial property | 14.99% | 6.81% | 2.12 |
| Listed property | −3.83% | 42.46% | −0.10 |
| Stocks | 3.14% | 31.10% | 0.08 |
| Bonds | 1.04% | 0.86% | 0.55 |
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | −6.56% | 14.20% | −0.50 |
| Metropolitan | −7.51% | 14.30% | −0.56 |
| Country | −3.03% | 14.15% | −0.25 |
| New South Wales | −5.78% | 16.61% | −0.38 |
| Victoria | −8.97% | 11.91% | −0.80 |
| Queensland | −4.12% | 13.27% | −0.35 |
| Prime | −8.15% | 18.59% | −0.47 |
| Secondary | −4.29% | 8.91% | −0.54 |
| Office property | 3.75% | 3.13% | 1.02 |
| Industrial property | 14.99% | 6.81% | 2.12 |
| Listed property | −3.83% | 42.46% | −0.10 |
| Stocks | 3.14% | 31.10% | 0.08 |
| Bonds | 1.04% | 0.86% | 0.55 |
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