Downside protection in September 2018


The Dow Jones Global Select Real Estate Securities Index has lost 2.65% in first 3 weeks of September.

The charts below illustrate the defensive behaviour of Reitsmarket Indices as all 3 indices are risk optimized and have suffered less losses and outperformed the benchmark by 175bps, 160bps and 127bps respectively.

 

The second chart breakdowns the daily returns where we observe the skewness of the Reitsmarket Indices’ distribution.

 

All figures are in EUR, Net.