Risk-adjusted performance of Japan hotels: 2007–2024
| Asset class | Average annual return | Annual risk | Downside risk | Sharpe ratio | Sortino ratio |
|---|---|---|---|---|---|
| Hotel RE | 5.90% | 10.36% | 4.07% | 0.54 | 1.38 |
| Office RE | 3.33% | 7.49% | 5.16% | 0.41 | 0.59 |
| Retail RE | 3.83% | 6.11% | 4.18% | 0.58 | 0.85 |
| Industrial RE | 5.12% | 6.45% | 3.42% | 0.75 | 1.42 |
| Stocks | 4.95% | 21.24% | 11.88% | 0.22 | 0.39 |
| Listed RE | 1.76% | 26.69% | 13.49% | 0.06 | 0.11 |
| Bonds | 0.62% | 0.57% | 0.15% | 0.61 | 2.30 |
| Asset class | Average annual return | Annual risk | Downside risk | Sharpe ratio | Sortino ratio |
|---|---|---|---|---|---|
| Hotel RE | 5.90% | 10.36% | 4.07% | 0.54 | 1.38 |
| Office RE | 3.33% | 7.49% | 5.16% | 0.41 | 0.59 |
| Retail RE | 3.83% | 6.11% | 4.18% | 0.58 | 0.85 |
| Industrial RE | 5.12% | 6.45% | 3.42% | 0.75 | 1.42 |
| Stocks | 4.95% | 21.24% | 11.88% | 0.22 | 0.39 |
| Listed RE | 1.76% | 26.69% | 13.49% | 0.06 | 0.11 |
| Bonds | 0.62% | 0.57% | 0.15% | 0.61 | 2.30 |
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