Risk-adjusted performance analysis of Australian retail property: post-pandemic: Q2 2021-Q4 2024
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 5.10% | 3.15% | 1.03 |
| Metropolitan | 4.99% | 3.14% | 1.00 |
| Country | 4.98% | 3.43% | 0.91 |
| New South Wales | 5.28% | 3.28% | 1.04 |
| Victoria | 5.83% | 2.51% | 1.58 |
| Queensland | 4.24% | 3.85% | 0.62 |
| Prime | 4.51% | 3.54% | 0.75 |
| Secondary | 6.22% | 2.91% | 1.50 |
| Office property | −1.01% | 7.02% | −0.41 |
| Industrial property | 10.09% | 9.85% | 0.84 |
| Listed property | 8.08% | 19.90% | 0.31 |
| Stocks | 10.20% | 10.41% | 0.80 |
| Bonds | 3.43% | 2.10% | 0.75 |
| Asset classes | Average annual returns (%) | Annual risk (%) | Sharpe ratio |
|---|---|---|---|
| Retail property | 5.10% | 3.15% | 1.03 |
| Metropolitan | 4.99% | 3.14% | 1.00 |
| Country | 4.98% | 3.43% | 0.91 |
| New South Wales | 5.28% | 3.28% | 1.04 |
| Victoria | 5.83% | 2.51% | 1.58 |
| Queensland | 4.24% | 3.85% | 0.62 |
| Prime | 4.51% | 3.54% | 0.75 |
| Secondary | 6.22% | 2.91% | 1.50 |
| Office property | −1.01% | 7.02% | −0.41 |
| Industrial property | 10.09% | 9.85% | 0.84 |
| Listed property | 8.08% | 19.90% | 0.31 |
| Stocks | 10.20% | 10.41% | 0.80 |
| Bonds | 3.43% | 2.10% | 0.75 |
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