Bluerock Private Real Estate Fund

10-Year Study

BPRE.US · · US · ETF

Executive Summary: Bluerock Private Real Estate Fund has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 47.6% and an annualized volatility of 59.8%.

1Y CAGR
+72.8%
3Y CAGR
+30.0%
5Y CAGR
+13.7%
10Y CAGR
+4.8%

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 →
47.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +43.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -41.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.36.1-5.0-2.0————————9.9%
20250.45.0-1.3-7.90.14.91.54.8-3.0-3.25.236.343.9%
2024-3.1-5.16.0-1.52.22.88.51.6-4.2-1.24.2-4.54.8%
202310.23.4-17.42.11.214.63.1-0.9-4.5-0.811.45.126.3%
2022-3.5-4.51.76.4-4.6-8.812.3-1.7-20.517.90.5-4.6-13.9%
20213.44.39.41.9-0.5-0.41.7-4.5-0.67.3-5.16.324.6%
2020—5.7————————-47.14.6-41.6%
2019——————4.8—————4.8%

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 59.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.8% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-0110477.300153666149
2020-02-0111077.976207399606
2020-11-015854.972226287358
2020-12-016122.628308898356
2021-01-016332.04283515373
2021-02-016604.842734830573
2021-03-017222.989564087981
2021-04-017360.5360297947545
2021-05-017323.361048116054
2021-06-017297.22999027777
2021-07-017424.544395857015
2021-08-017091.7616210276565
2021-09-017047.643915931189
2021-10-017563.202341646908
2021-11-017178.738964633751
2021-12-017627.49018857065
2022-01-017358.9702926341815
2022-02-017027.007435721214
2022-03-017148.768467986595
2022-04-017609.545423170671
2022-05-017257.715262482062
2022-06-016621.342173412317
2022-07-017437.154862278356
2022-08-017310.264913223608
2022-09-015809.376574848478
2022-10-016847.565419663871
2022-11-016879.609873712506
2022-12-016564.590241994182
2023-01-017233.665410828409
2023-02-017481.584265050306
2023-03-016179.958532127855
2023-04-016309.672687640189
2023-05-016388.308695390588
2023-06-017321.223462506917
2023-07-017547.110848472484
2023-08-017478.706498139439
2023-09-017140.429951102125
2023-10-017084.233357015376
2023-11-017888.540616180395
2023-12-018287.83419809974
2024-01-018028.618518047497
2024-02-017617.413574570688
2024-03-018077.155564604901
2024-04-017956.438357113235
2024-05-018132.028047636103
2024-06-018356.538970223368
2024-07-019067.479486145037
2024-08-019215.342581116098
2024-09-018830.186542601863
2024-10-018725.938570428814
2024-11-019093.05077684001
2024-12-018683.72326819926
2025-01-018715.20714968423
2025-02-019154.058146677839
2025-03-019032.382488969566
2025-04-018314.39373956427
2025-05-018322.327130012645
2025-06-018733.743899041527
2025-07-018863.43348923318
2025-08-019288.975720361921
2025-09-019006.052492304812
2025-10-018716.46843795247
2025-11-019171.529324911966
2025-12-0112498.751118749004
2026-01-0113910.660528611874
2026-02-0114762.63696877796
2026-03-0114027.883298135122
2026-04-0113740.738185470103
Annual Return Matrix
YearAnnual Return
2020-0.41562919653915176
20210.24578690780317247
2022-0.13935120469498108
20230.2625059436431896
20240.047767493972103114
20250.43933088753769844
20260.09936889333351351
Total Factor Risk
0.5983766967121463
VTI.US Exposure
0.011339754729915408
VEA.US Exposure
0.0017568400592840232
VWO.US Exposure
-0.002634059855472954
QQQ.US Exposure
0.0010279510223225401
VTV.US Exposure
0.0073970176066619295
IJR.US Exposure
0.02559223429398892
QUAL.US Exposure
-0.004319670318552991
SHV.US Exposure
0.7982793073770658
TLT.US Exposure
0.02062805134985695
LQD.US Exposure
0.014772153853770599
HYG.US Exposure
0.008943228109160649
GLD.US Exposure
0.000008665924952140083
USO.US Exposure
0.00032648937447348375
VNQ.US Exposure
0.012423977471616315
BTC-USD.CC Exposure
0.00030735845935021404
CPER.US Exposure
0.002423921944294658
VIX.INDX Exposure
0.014283453019695934
UUP.US Exposure
-0.000259193298916343
TIP.US Exposure
0.007395674311371009
Idiosyncratic Exposure
0.08030684456516203
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
59.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
$292
Avg Yield on Cost
2.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$292.212.92%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 →
-4.1%
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 →
+25.2%
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 →
10.2% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bluerock Private Real Estate Fund a high-risk investment?

Bluerock Private Real Estate Fund (BPRE.US) has an annualized volatility of 59.8% and experienced a maximum drawdown of 47.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BPRE.US?

Over the past 10 years, BPRE.US has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 71% 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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