The following table displays the average monthly return is 0.91% from 1971 to 6-2016.

Analysis Variable : pctchng_REITS_ALL

Mean

Std Dev

Minimum

Maximum

0.9141891

5.0914625

-30.2258429

30.8128221



NOTE: The return of 2016 is as of June 2016.

The following table displays the basic statistics for monthly returns of REITS.

Analysis Variable : pctchngyr_REITS_ALL

decade

N Obs

Mean

Std Dev

Minimum

Maximum

Median

N

1970

97

7.2001560

24.1119218

-48.1135256

48.9737344

13.2007667

85

1980

120

14.5509470

15.8645113

-15.9175046

63.9335678

10.6259442

120

1990

120

9.5399165

16.7748624

-24.7422991

39.5637053

12.1852217

120

2000

120

9.7721850

23.4134298

-56.0364087

54.5730588

15.5352611

120

2010

77

19.1471136

18.9187956

-6.4998893

98.8806545

13.7097505

77





 

pctchng_REITS_ALL

pctchng_REITS_ALL

Average

Variance

month

.

.

.
1

2.60

43.40

2

0.14

16.99

3

1.90

18.32

4

1.33

38.47

5

0.42

10.34

6

0.67

17.53

7

1.56

14.01

8

-0.08

28.89

9

0.47

17.73

10

-0.18

52.37

11

0.21

31.24

12

1.88

19.04

Total

0.91

25.92

Source: http://www.reit.com

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