Boardwalk Real Estate Investment Trust

10-Year Study

BEI-UN.TO · Real Estate · CA · Common Stock

Executive Summary: Boardwalk Real Estate Investment Trust has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 54.9% and an annualized volatility of 28.3%.

1Y CAGR
-0.6%
3Y CAGR
+6.4%
5Y CAGR
+14.5%
10Y CAGR
+5.4%

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 →
54.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
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 · +66.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.0-4.8-3.76.5————————4.4%
2025-2.32.05.4-2.98.00.12.3-1.3-1.6-6.3-0.52.74.9%
2024-2.09.12.9-9.1-0.50.310.810.8-0.6-15.5-1.1-9.8-8.2%
202313.95.2-6.45.44.43.15.54.5-2.1-2.93.37.047.0%
20222.21.14.3-4.0-10.9-16.316.8-0.9-3.85.03.0-0.6-7.7%
20212.96.4-0.91.26.25.511.93.30.613.1-0.23.266.3%
20203.0-3.4-49.516.410.12.03.4-1.0-9.0-2.129.6-2.3-24.1%
20196.42.8-0.7-4.64.8-1.95.65.40.7-1.511.3-5.224.1%
20183.52.6-2.64.43.2-3.70.48.51.4-2.1-15.2-8.7-10.3%
2017-2.6-5.46.5-2.04.5-0.50.9-15.1-5.45.21.77.4-6.8%
2016———4.1-0.78.8-2.2-9.83.1-4.5-9.09.5-2.9%

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 28.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.0% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110405.060668453698
2016-05-0110327.88158968183
2016-06-0111231.990469160743
2016-07-0110982.375717079109
2016-08-019903.267161337943
2016-09-0110208.383512684046
2016-10-019745.464434171166
2016-11-018868.704919518796
2016-12-019712.702174222706
2017-01-019458.322002512206
2017-02-018951.322792432306
2017-03-019532.678088134364
2017-04-019344.055527498285
2017-05-019767.789389171621
2017-06-019723.812853683488
2017-07-019815.8061717364
2017-08-018329.383732825712
2017-09-017878.792587700555
2017-10-018291.07908265672
2017-11-018431.16688033358
2017-12-019057.016691918212
2018-01-019370.912810950105
2018-02-019611.644199267059
2018-03-019357.315825596002
2018-04-019764.396617588023
2018-05-0110074.407883661605
2018-06-019706.227419292181
2018-07-019743.237118475066
2018-08-0110569.907928984887
2018-09-0110717.713634538932
2018-10-0110488.067026663042
2018-11-018896.546365720058
2018-12-018125.22176035637
2019-01-018641.751809694004
2019-02-018883.77814899706
2019-03-018817.580254587363
2019-04-018411.051060815249
2019-05-018815.901078428606
2019-06-018652.07800209347
2019-07-019137.314133433976
2019-08-019634.19842160903
2019-09-019700.506962245805
2019-10-019559.270837696205
2019-11-0110638.9482755856
2019-12-0110087.007427960258
2020-01-0110388.403239061914
2020-02-0110035.686380044443
2020-03-015068.1742928024805
2020-04-015900.400519709104
2020-05-016497.67779183845
2020-06-016630.721675805176
2020-07-016854.3796246126785
2020-08-016785.726139086437
2020-09-016178.098901647613
2020-10-016046.557718829771
2020-11-017837.281527763193
2020-12-017654.747302802993
2021-01-017872.982288687268
2021-02-018373.763127375933
2021-03-018294.755230678826
2021-04-018393.42766627626
2021-05-018911.88821374815
2021-06-019399.43520504082
2021-07-0110522.609962773698
2021-08-0110866.741369467827
2021-09-0110931.662801351787
2021-10-0112361.337219058865
2021-11-0112335.928627246232
2021-12-0112733.336272897364
2022-01-0113011.059354065801
2022-02-0113149.898665343086
2022-03-0113716.111715990643
2022-04-0113172.71581395156
2022-05-0111742.217429934048
2022-06-019824.907103706555
2022-07-0111479.679435326
2022-08-0111373.847186956727
2022-09-0110936.937568895439
2022-10-0111483.042482473142
2022-11-0111826.507009959185
2022-12-0111751.015295634781
2023-01-0113387.110069581864
2023-02-0114077.98507352742
2023-03-0113173.9547273248
2023-04-0113880.815072880448
2023-05-0114488.375622398464
2023-06-0114931.423493081724
2023-07-0115751.64243635063
2023-08-0116463.07806725834
2023-09-0116111.373876667958
2023-10-0115640.816991658898
2023-11-0116152.623566587898
2023-12-0117279.237445096103
2024-01-0116929.43114333347
2024-02-0118463.61887053161
2024-03-0118991.034370806585
2024-04-0117265.725978355702
2024-05-0117173.647249180136
2024-06-0117230.30728263742
2024-07-0119097.735044100165
2024-08-0121159.980451551433
2024-09-0121032.490930411157
2024-10-0117781.038855965435
2024-11-0117589.445941436446
2024-12-0115858.09908125251
2025-01-0115492.783639032818
2025-02-0115804.347629111673
2025-03-0116658.470711319613
2025-04-0116173.753263807617
2025-05-0117466.04463683403
2025-06-0117479.99673783636
2025-07-0117877.45476991655
2025-08-0117653.849677461094
2025-09-0117364.702708465866
2025-10-0116278.626194086446
2025-11-0116202.339164558325
2025-12-0116632.428162594046
2026-01-0117795.08695595872
2026-02-0116937.958898255703
2026-03-0116303.432915064166
2026-04-0117365.29272367041
Annual Return Matrix
YearAnnual Return
2017-0.06750803952834772
2018-0.10288099969974707
20190.24144395383466355
2020-0.2411280196359591
20210.663456123265455
2022-0.07714560867707798
20230.4704463410506259
2024-0.08224543289940822
20250.048828619204236645
20260.04406239148680413
Total Factor Risk
0.2829938065779766
VTI.US Exposure
0.14875639309861244
VEA.US Exposure
0.12117539080808674
VWO.US Exposure
-0.022876123194343446
QQQ.US Exposure
-0.07927705867324712
VTV.US Exposure
-0.08677684740142805
IJR.US Exposure
0.04204002864840477
QUAL.US Exposure
0.15016775742741467
SHV.US Exposure
0.31953586802832024
TLT.US Exposure
0.030562005830615437
LQD.US Exposure
-0.013886655925320509
HYG.US Exposure
0.03561280336513479
GLD.US Exposure
-0.0038814099567610356
USO.US Exposure
0.003029093213304918
VNQ.US Exposure
0.06542492655405584
BTC-USD.CC Exposure
0.006395563193935455
CPER.US Exposure
0.01065858423976882
VIX.INDX Exposure
-0.020801861163269833
UUP.US Exposure
-0.004148858258200407
TIP.US Exposure
0.09710059053787189
Idiosyncratic Exposure
0.20118980962704422
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.3%

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 →16.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.48%
Market Cap$3.4B
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
$513
Avg Yield on Cost
2.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$404.024.04%Solid
2026$108.781.09%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 →
+1.9%
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 →
5.5% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boardwalk Real Estate Investment Trust a high-risk investment?

Boardwalk Real Estate Investment Trust (BEI-UN.TO) has an annualized volatility of 28.3% and experienced a maximum drawdown of 54.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BEI-UN.TO?

Over the past 10 years, BEI-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 50% 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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