Arena REIT

10-Year Study

ARF.AU · Real Estate · AU · Common Stock

Executive Summary: Arena REIT has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 45.1% and an annualized volatility of 48.5%.

1Y CAGR
-4.5%
3Y CAGR
+2.0%
5Y CAGR
+4.6%
10Y CAGR
+10.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
45.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +78.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.3-3.7-4.45.8————————-2.8%
20250.0-5.7-4.87.80.80.1-0.810.1-3.0-5.9-1.90.8-3.7%
2024-5.7-2.017.0-6.81.14.6-0.33.15.6-3.63.2-5.09.6%
2023-2.63.5-4.82.8-0.32.21.1-2.4-8.3-5.75.712.01.5%
2022-4.95.10.4-1.2-11.1-0.012.6-12.7-19.718.0-0.8-0.7-19.1%
20210.36.63.52.95.96.0-1.717.82.16.6-0.711.278.1%
20208.4-2.9-43.533.39.3-8.72.714.27.2-2.96.14.16.7%
201911.6-3.07.85.4-6.10.93.60.41.65.9-2.3-2.524.2%
20181.30.4-4.73.2-1.8-0.47.00.04.1-8.110.61.812.9%
20170.012.81.01.43.33.6-8.412.11.0-2.611.6-8.327.8%
2016———-2.34.9-0.615.1-6.6-6.6-1.8-6.55.0-1.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 48.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.8% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019773.340970460682
2016-05-0110252.843466164799
2016-06-0110192.291956468376
2016-07-0111728.991080926275
2016-08-0110960.641518697324
2016-09-0110233.205138695686
2016-10-0110051.550609606415
2016-11-019402.667539481221
2016-12-019868.25955322805
2017-01-019868.25955322805
2017-02-0111134.931674985679
2017-03-0111244.579003354882
2017-04-0111404.95867768595
2017-05-0111779.723426888144
2017-06-0112206.857049341297
2017-07-0111175.844857212993
2017-08-0112532.525979870714
2017-09-0112657.720317486293
2017-10-0112327.960068734144
2017-11-0113758.284919401032
2017-12-0112615.170607969887
2018-01-0112782.09639145733
2018-02-0112837.738319286473
2018-03-0112234.678013255872
2018-04-0112630.717617216267
2018-05-0112404.876851321496
2018-06-0112357.417559937814
2018-07-0113219.867441289583
2018-08-0113219.867441289583
2018-09-0113758.284919401032
2018-10-0112650.355944685378
2018-11-0113991.490058096719
2018-12-0114237.787415105147
2019-01-0115891.498240733164
2019-02-0115419.360117829965
2019-03-0116624.662466246624
2019-04-0117521.47942066934
2019-05-0116444.644464446446
2019-06-0116584.56754766386
2019-07-0117189.26438098355
2019-08-0117249.815890679976
2019-09-0117528.843793470256
2019-10-0118571.31167662221
2019-11-0118141.723263235413
2019-12-0117685.132149578596
2020-01-0119174.371982652814
2020-02-0118615.497913427705
2020-03-0110517.960886997793
2020-04-0114024.22060387857
2020-05-0115326.896325996235
2020-06-0113992.308321741264
2020-07-0114375.25570738892
2020-08-0116420.096555110056
2020-09-0117604.94231241306
2020-10-0117086.98142541527
2020-11-0118122.903199410848
2020-12-0118865.06832501432
2021-01-0118930.52941657802
2021-02-0120175.1084199329
2021-03-0120879.633417887242
2021-04-0121476.147614761478
2021-05-0122735.455363718193
2021-06-0124110.138286555928
2021-07-0123708.370837083712
2021-08-0127927.33818836429
2021-09-0128519.761067015792
2021-10-0130412.40487685132
2021-11-0130209.475493003847
2021-12-0133592.17739955814
2022-01-0131957.28663775469
2022-02-0133592.17739955814
2022-03-0133730.46395548646
2022-04-0133318.05907863513
2022-05-0129608.86997790688
2022-06-0129599.869077816875
2022-07-0133342.60698797152
2022-08-0129114.638736600937
2022-09-0123378.610588331558
2022-10-0127591.031830455773
2022-11-0127379.919810162835
2022-12-0127186.809590049914
2023-01-0126476.55674658375
2023-02-0127399.558137631946
2023-03-0126073.971033466983
2023-04-0126792.406513378613
2023-05-0126720.399312658537
2023-06-0127306.276082153672
2023-07-0127596.759675967598
2023-08-0126942.967023975125
2023-09-0124710.743801652894
2023-10-0123313.967760412408
2023-11-0124637.91833728828
2023-12-0127606.578839702153
2024-01-0126043.69527861877
2024-02-0125522.461337042794
2024-03-0129872.350871450784
2024-04-0127840.60224204239
2024-05-0128141.723263235417
2024-06-0129444.39898535308
2024-07-0129368.30046641028
2024-08-0130281.48269372392
2024-09-0131990.83544718108
2024-10-0130837.08370837084
2024-11-0131837.00188200638
2024-12-0130256.116520742988
2025-01-0130256.116520742988
2025-02-0128545.127239996727
2025-03-0127179.445217249
2025-04-0129306.930693069306
2025-05-0129542.590622698634
2025-06-0129582.6855412814
2025-07-0129343.75255707389
2025-08-0132294.411259307748
2025-09-0131323.950576875868
2025-10-0129467.31036740038
2025-11-0128901.8901890189
2025-12-0129130.185745847313
2026-01-0129048.359381392682
2026-02-0127984.616643482528
2026-03-0126757.221176663123
2026-04-0128311.922101301043
Annual Return Matrix
YearAnnual Return
20170.2783582089552239
20180.1286242459622493
20190.2421264367816094
20200.06671910424281657
20210.7806549555410973
2022-0.1906803400482303
20230.015440180586907548
20240.09597486513723386
2025-0.037213327563825116
2026-0.028089887640449507
Total Factor Risk
0.484539472726629
VTI.US Exposure
-0.030498035292546542
VEA.US Exposure
-0.020582306946225426
VWO.US Exposure
0.008978762932486338
QQQ.US Exposure
0.050307637409027495
VTV.US Exposure
0.06253845011410775
IJR.US Exposure
0.007541539174746469
QUAL.US Exposure
-0.018759672598096622
SHV.US Exposure
0.7576042630667364
TLT.US Exposure
0.0028284966752734927
LQD.US Exposure
-0.0007994962704609758
HYG.US Exposure
0.04173406994375548
GLD.US Exposure
0.016213556570787643
USO.US Exposure
-0.00008924219456476191
VNQ.US Exposure
0.011368720468128396
BTC-USD.CC Exposure
0.0024690183894781614
CPER.US Exposure
-0.0027009265870929187
VIX.INDX Exposure
0.007548459459976397
UUP.US Exposure
0.027717998717809368
TIP.US Exposure
0.009498703348057748
Idiosyncratic Exposure
0.06708000361861603
Value Score
46.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.70%
Market Cap$1.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$788
Avg Yield on Cost
3.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$393.833.94%Solid
2026$393.833.94%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
13.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arena REIT a high-risk investment?

Arena REIT (ARF.AU) has an annualized volatility of 48.5% and experienced a maximum drawdown of 45.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ARF.AU?

Over the past 10 years, ARF.AU has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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