Risk-adjusted performance analysis of Australian retail property: supplementary pre-pandemic: Q1 2015-Q4 2019
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 7.36% | 2.27% | 2.38 |
| Metropolitan | 8.03% | 2.29% | 2.65 |
| Country | 4.95% | 2.50% | 1.20 |
| New South Wales | 9.06% | 2.48% | 2.86 |
| Victoria | 8.81% | 2.07% | 3.31 |
| Queensland | 4.74% | 3.35% | 0.83 |
| Prime | 6.35% | 2.45% | 1.79 |
| Secondary | 8.97% | 2.59% | 2.71 |
| Office property | 13.24% | 3.12% | 3.62 |
| Industrial property | 12.92% | 4.32% | 2.53 |
| Listed property | 11.19% | 10.30% | 0.90 |
| Stocks | 8.88% | 11.89% | 0.58 |
| Bonds | 2.32% | 4.53% | 0.08 |
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 7.36% | 2.27% | 2.38 |
| Metropolitan | 8.03% | 2.29% | 2.65 |
| Country | 4.95% | 2.50% | 1.20 |
| New South Wales | 9.06% | 2.48% | 2.86 |
| Victoria | 8.81% | 2.07% | 3.31 |
| Queensland | 4.74% | 3.35% | 0.83 |
| Prime | 6.35% | 2.45% | 1.79 |
| Secondary | 8.97% | 2.59% | 2.71 |
| Office property | 13.24% | 3.12% | 3.62 |
| Industrial property | 12.92% | 4.32% | 2.53 |
| Listed property | 11.19% | 10.30% | 0.90 |
| Stocks | 8.88% | 11.89% | 0.58 |
| Bonds | 2.32% | 4.53% | 0.08 |
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