Performance and diversification profile of Australian retail property across pre-pandemic, pandemic and post-pandemic sub-periods
| Pre-pandemic | Pandemic | Post-pandemic | |
|---|---|---|---|
| Average annual returns | 10.07% | −6.56% | 5.10% |
| Annual risk | 2.64% | 14.20% | 3.15% |
| Sharpe ratio | 2.20 | −0.50 | 1.03 |
| Correlation | |||
| Office property | 0.41 | 0.98 | 0.82 |
| Industrial property | 0.48 | 0.30 | 0.34 |
| Listed property | 0.32 | 0.09 | 0.00 |
| Stocks | 0.25 | 0.03 | −0.07 |
| Bonds | 0.09 | 0.27 | −0.23 |
| Pre-pandemic | Pandemic | Post-pandemic | |
|---|---|---|---|
| Average annual returns | 10.07% | −6.56% | 5.10% |
| Annual risk | 2.64% | 14.20% | 3.15% |
| Sharpe ratio | 2.20 | −0.50 | 1.03 |
| Office property | 0.41 | 0.98 | 0.82 |
| Industrial property | 0.48 | 0.30 | 0.34 |
| Listed property | 0.32 | 0.09 | 0.00 |
| Stocks | 0.25 | 0.03 | −0.07 |
| Bonds | 0.09 | 0.27 | −0.23 |
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