Table 3 REITs monthly return-risk... | Emerald Publishing

Table 3

REITs monthly return-risk

	Australia REIT	Singapore REIT	France REIT	Germany REIT	Italy REIT	UK REIT	Canada REIT	US REIT
Crisis 1: September 11 Attacks in the United States
Pre-September 11 Attacks	0.29							0.26
September 11 Attacks	0.07							−0.13
Post-September 11 (12 Months)	0.19							0.00
Post-September 11 (24 Months)	0.28	0.82						0.00
Crisis 2: Global Financial Crisis (GFC)
Pre-Global Financial Crisis	0.46	1.32	0.46			−0.63		0.17
Global Financial Crisis	−0.59	−0.48	−0.49			−0.66		−0.44
Post-Global Financial Crisis (12 Months)	0.41	0.73	0.58			0.39		0.56
Post-Global Financial Crisis (24 Months)	0.16	0.24	0.26			0.17	2.98	0.28
Crisis 3: COVID-19 Pandemic
Pre-COVID-19	0.34	0.59	0.60	0.65	0.19	0.45	0.41	0.58
COVID-19 (Jan 2020 to Dec 2021)	0.10	−0.02	−0.09	0.11	−0.08	0.10	−0.48	0.24
COVID-19 (Jan 2020 to May 2023)	0.01	−0.08	−0.10	−0.09	−0.10	−0.07	−0.48	0.00
Post-COVID-19 (June 2023 to Jan 2024)	0.14	−0.05	0.34	−0.07	−0.15	0.17	0.00	0.15

	Australia REIT	Singapore REIT	France REIT	Germany REIT	Italy REIT	UK REIT	Canada REIT	US REIT
Crisis 1: September 11 Attacks in the United States
Pre-September 11 Attacks	0.29							0.26
September 11 Attacks	0.07							−0.13
Post-September 11 (12 Months)	0.19							0.00
Post-September 11 (24 Months)	0.28	0.82						0.00
Crisis 2: Global Financial Crisis (GFC)
Pre-Global Financial Crisis	0.46	1.32	0.46			−0.63		0.17
Global Financial Crisis	−0.59	−0.48	−0.49			−0.66		−0.44
Post-Global Financial Crisis (12 Months)	0.41	0.73	0.58			0.39		0.56
Post-Global Financial Crisis (24 Months)	0.16	0.24	0.26			0.17	2.98	0.28
Crisis 3: COVID-19 Pandemic
Pre-COVID-19	0.34	0.59	0.60	0.65	0.19	0.45	0.41	0.58
COVID-19 (Jan 2020 to Dec 2021)	0.10	−0.02	−0.09	0.11	−0.08	0.10	−0.48	0.24
COVID-19 (Jan 2020 to May 2023)	0.01	−0.08	−0.10	−0.09	−0.10	−0.07	−0.48	0.00
Post-COVID-19 (June 2023 to Jan 2024)	0.14	−0.05	0.34	−0.07	−0.15	0.17	0.00	0.15