Risk-adjusted performance of Hong Kong hotels: 2010–2024
| Asset class | Average annual return | Annual risk | Downside risk | Sharpe ratio | Sortino ratio |
|---|---|---|---|---|---|
| Hotel RE | 3.90% | 11.54% | 6.67% | 0.34 | 0.44 |
| Office RE | 4.70% | 13.38% | 5.37% | 0.35 | 0.70 |
| Retail RE | 9.24% | 14.61% | 4.14% | 0.63 | 2.00 |
| Stocks | 4.02% | 15.12% | 6.66% | 0.27 | 0.46 |
| Listed RE | 0.10% | 19.66% | 10.91% | 0.00 | −0.08 |
| Bonds | 2.08% | 0.98% | 0.10% | 2.12 | 11.44 |
| Asset class | Average annual return | Annual risk | Downside risk | Sharpe ratio | Sortino ratio |
|---|---|---|---|---|---|
| Hotel RE | 3.90% | 11.54% | 6.67% | 0.34 | 0.44 |
| Office RE | 4.70% | 13.38% | 5.37% | 0.35 | 0.70 |
| Retail RE | 9.24% | 14.61% | 4.14% | 0.63 | 2.00 |
| Stocks | 4.02% | 15.12% | 6.66% | 0.27 | 0.46 |
| Listed RE | 0.10% | 19.66% | 10.91% | 0.00 | −0.08 |
| Bonds | 2.08% | 0.98% | 0.10% | 2.12 | 11.44 |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.