The Indxx REIT Preferred Stock Index is designed to provide diversified exposure to high yielding liquid preferred securities issued by Real Estate Investment Trusts in US. The index has been backtested to March 31, 2004 and has a live calculation date of October 19, 2016.
Index Characteristics
Base Date | 03/31/2004 |
No. of Constituents | 92 |
Dividend Yield * |
7.91% |
52 Week High/Low ** |
3522/2638 |
Company Name | Weight(%) |
---|---|
Annaly Capital Management Inc. Cum Conv Red Pfd Registered Shs Series F | 2.63% |
Digitalbridge Group Inc Cum Conv Red Perp Pfd Registered Shs Series I | 2.61% |
Digital Realty Trust Inc | 2.61% |
Digitalbridge Group Inc Cum Conv Red Perp Pfd Registered Shs Series J | 2.34% |
Vornado Realty Trust Cum Perp Red Pfd Registered Shs Series M | 1.97% |
Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
---|---|---|---|---|---|
Beta 1 |
1.02 | 0.92 | 0.90 | 1.51 | 0.72 |
Correlation 1 |
0.91 | 0.90 | 0.90 | 0.91 | 0.76 |
Returns 2 |
-2.02% | -23.50% | -22.56% | -5.33% | 5.61% |
Standard Deviation | 3.28% | 3.23% | 3.24% | 8.92% | 10.81% |