Performance History of the WGPR Managed Account in Global Real Estate
During the analyzed period, the WGPR managed account delivered cumulative returns and risk-return metrics superior to the REET benchmark and to the average of the selected sample of global active REIT strategies, according to the methodology described in this report.
Cumulative Return
Over the analyzed period
CAGR (Annualized)
Annualized growth during the period
Sharpe Ratio
Risk-return efficiency during the period
Information Ratio
Relative efficiency vs. REET during the period
Sortino Ratio
Return / downside risk relationship during the period
The Path of Relative Performance
Evolution of cumulative returns of the WGPR managed account compared with the REET benchmark, the best-performing active management peer in the comparable sample, and the average of the 9 Global REITs Funds analyzed and audited in this report. The chart highlights the relative behavior of the strategy throughout the period, including during phases of higher market volatility.
Efficient Frontier: Risk vs. Return
Scatter analysis of annualized volatility versus CAGR across all assets in the sample. Over the analyzed period, the WGPR managed account demonstrated a distinguished combination of annualized return and observed risk.
Multi-Factor Signature (Radar)
Comparative visualization based on normalized metrics for graphical purposes only, between the WGPR managed account, the REET benchmark, and the best-performing active management peer in the comparable sample.
Illustrative chart with visual normalization. It does not represent absolute scale and does not replace the review of the metrics table and methodology.
WGPR SMA, Benchmark, and Actively Managed Global REIT Funds
Sorted by Information Ratio| SMA / Global Fund | Cumulative Return | CAGR (p.a.) | Volatility | Max Drawdown | Sharpe | Sortino | Info Ratio |
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* Calculations were performed based on adjusted closing prices for the period from 09/18/2023 to 02/27/2026. Risk-free rate used: 3.67% p.a. Information Ratio calculated relative to REET. Methodology, data sources, sample selection criteria, and comparative limitations are described in this report.
Maximum Drawdown During the Period
Comparison of the maximum loss observed during the analyzed period. Drawdown control is an important dimension in the evaluation of investment strategies, especially during cycles of higher volatility and changing interest rates.
