Risk-adjusted performance of Asia–Pacific hotels: 2007–2024
| Asset class | Average annual return | Annual risk | Downside risk | Sharpe ratio | Sortino ratio |
|---|---|---|---|---|---|
| Hotel RE | 4.59% | 9.49% | 6.12% | 0.34 | 0.53 |
| Office RE | 4.30% | 7.37% | 4.30% | 0.40 | 0.68 |
| Retail RE | 6.52% | 6.46% | 2.55% | 0.80 | 2.02 |
| Industrial RE | 5.88% | 6.61% | 3.60% | 0.68 | 1.25 |
| Stocks | 4.17% | 19.15% | 12.19% | 0.15 | 0.23 |
| Listed RE | 2.02% | 21.38% | 13.84% | 0.03 | 0.05 |
| Bonds | 1.34% | 0.15% | 0.10% | −0.11 | −0.17 |
| Asset class | Average annual return | Annual risk | Downside risk | Sharpe ratio | Sortino ratio |
|---|---|---|---|---|---|
| Hotel RE | 4.59% | 9.49% | 6.12% | 0.34 | 0.53 |
| Office RE | 4.30% | 7.37% | 4.30% | 0.40 | 0.68 |
| Retail RE | 6.52% | 6.46% | 2.55% | 0.80 | 2.02 |
| Industrial RE | 5.88% | 6.61% | 3.60% | 0.68 | 1.25 |
| Stocks | 4.17% | 19.15% | 12.19% | 0.15 | 0.23 |
| Listed RE | 2.02% | 21.38% | 13.84% | 0.03 | 0.05 |
| Bonds | 1.34% | 0.15% | 0.10% | −0.11 | −0.17 |
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