Dow Jones U.S. Real Estate Index® Total Return Benchmark
Standard Deviation
22.96
24.40
Sharpe Ratio
0.44
0.30
Sortino Ratio
0.62
0.41
Calmar Ratio
3.77
2.40
Relative Performance Statistics
Vs. Dow Jones U.S. Real Estate Index® Benchmark*
Inception through 06/30/2010
Excess Return
2.73
Alpha
2.71
Beta
0.94
R-Squared
98.86
Information Ratio
0.94
*Dow Jones U.S. Real Estate Index® The Dow Jones U.S. Real Estate Index is a foat-adjusted capitalization-weighted, real-time index that provides a broad measure of the U.S. real estate securities market. The index consists of Real Estate Investment Trusts, and other companies that invest directly or indirectly in real estate through development, management or ownership, including property agencies.
