BRT Realty Trust

10-Year Study

BRT.US · Real Estate · US · Common Stock

Executive Summary: BRT Realty Trust has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 44.0% and an annualized volatility of 40.4%.

1Y CAGR
-5.9%
3Y CAGR
-3.2%
5Y CAGR
+0.5%
10Y CAGR
+12.7%

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 →
44.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +65.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.4%
% 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.
2026-0.1-0.1-9.16.5————————-3.3%
2025-4.95.3-4.4-9.01.90.8-7.010.0-0.6-6.1-0.52.1-13.3%
2024-9.6-7.910.26.8-2.51.27.31.3-6.1-7.723.6-8.82.7%
20236.71.1-5.6-12.15.99.3-1.7-4.2-7.4-4.612.13.5-0.0%
2022-7.5-0.89.9-8.74.7-5.17.03.8-13.99.1-6.9-3.6-14.4%
2021-8.013.37.611.8-4.8-2.11.310.50.53.2-5.429.065.7%
20201.5-9.5-32.6-3.413.9-2.1-4.629.4-10.05.74.918.1-3.1%
201913.72.25.91.1-10.113.7-1.23.72.214.59.9-6.457.2%
201813.7-22.114.52.94.52.43.0-2.0-4.9-3.4-1.92.03.7%
20173.41.4-3.3-2.9-2.2-0.41.8-2.840.2-5.39.18.248.8%
2016———2.60.7-0.40.77.63.2-4.54.62.517.8%

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 40.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.8% of variance. Idiosyncratic stock-specific factors contribute 16.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110258.951330490507
2016-05-0110330.895490387593
2016-06-0110287.776639588346
2016-07-0110359.720799485433
2016-08-0111151.106558353384
2016-09-0111510.827357838816
2016-10-0110992.924696857803
2016-11-0111496.53381613741
2016-12-0111784.310455725752
2017-01-0112187.150106010433
2017-02-0112359.863734902445
2017-03-0111956.785858922744
2017-04-0111611.596826833742
2017-05-0111352.645496343237
2017-06-0111309.288419848965
2017-07-0111510.827357838816
2017-08-0111194.22540915263
2017-09-0115693.355885365794
2017-10-0114858.851275698597
2017-11-0116205.541129666246
2017-12-0117536.746313457366
2018-01-0119931.629225528264
2018-02-0115528.741930104581
2018-03-0117780.21297377135
2018-04-0118294.780475022035
2018-05-0119126.902827739
2018-06-0119590.251804559637
2018-07-0120174.142983062153
2018-08-0119774.638492507802
2018-09-0118813.39781308812
2018-10-0118172.80891917002
2018-11-0117829.04924125116
2018-12-0118192.819877551992
2019-01-0120689.663387092933
2019-02-0121150.630106963334
2019-03-0122399.40920027634
2019-04-0122641.446506420183
2019-05-0120365.91466755604
2019-06-0123155.537556280822
2019-07-0122877.051718798386
2019-08-0123729.185029897322
2019-09-0124253.04333325392
2019-10-0127779.49829668628
2019-11-0130540.772327703264
2019-12-0128597.088882006814
2020-01-0129035.185935154965
2020-02-0126288.44367153441
2020-03-0117707.077685399145
2020-04-0117102.460871429594
2020-05-0119486.38540152941
2020-06-0119071.87269218858
2020-07-0118190.437620601755
2020-08-0123531.219477332827
2020-09-0121169.211711175165
2020-10-0122373.20437382376
2020-11-0123469.51902232175
2020-12-0127712.080424994638
2021-01-0125487.76711056054
2021-02-0128878.909879219573
2021-03-0131078.209495676205
2021-04-0134750.69681015794
2021-05-0133089.787264454346
2021-06-0132397.026943326106
2021-07-0132826.78609714844
2021-08-0136283.202706243894
2021-09-0136448.29311289515
2021-10-0137620.36353241061
2021-11-0135578.76932605951
2021-12-0145909.18836505705
2022-01-0142464.44481501774
2022-02-0142119.970460013814
2022-03-0146303.21366462586
2022-04-0142285.2990923601
2022-05-0144255.663815899185
2022-06-0141989.66100483598
2022-07-0144920.55173070967
2022-08-0146640.064797389045
2022-09-0140158.4200871906
2022-10-0143816.375634275915
2022-11-0140791.14753317292
2022-12-0139315.577578197575
2023-01-0141937.96602901588
2023-02-0142378.44533911428
2023-03-0140013.57886461634
2023-04-0135164.01839102365
2023-05-0137253.972413464515
2023-06-0140703.718703099315
2023-07-0140025.251923672484
2023-08-0138339.56690568645
2023-09-0135502.77532934702
2023-10-0133854.72997117469
2023-11-0137964.12321032946
2023-12-0139299.85468232603
2024-01-0135515.87774257331
2024-02-0132725.301951068443
2024-03-0136066.65554946756
2024-04-0138513.94811444363
2024-05-0137569.38323367558
2024-06-0138038.68785287181
2024-07-0140803.77349500917
2024-08-0141348.11920813779
2024-09-0138806.01281654239
2024-10-0135826.04759749387
2024-11-0144280.201062486594
2024-12-0140369.488052981396
2025-01-0138376.73011411011
2025-02-0140391.8812683136
2025-03-0138599.471138957044
2025-04-0135125.425828429856
2025-05-0135783.88164947471
2025-06-0136068.323129332726
2025-07-0133554.56559544512
2025-08-0136898.5396764895
2025-09-0136674.369297472425
2025-10-0134449.34130595326
2025-11-0134285.44202777711
2025-12-0135019.17716844939
2026-01-0134995.35459894704
2026-02-0134947.70945994235
2026-03-0131779.307716130257
2026-04-0133851.87126283441
Annual Return Matrix
YearAnnual Return
20170.4881436108921098
20180.037411361969190704
20190.5718887492143307
2020-0.030947501707735747
20210.656648929311338
2022-0.14362290037516934
2023-0.00039991516950943495
20240.027217234753196262
2025-0.13253353318501837
2026-0.033333333333333215
Total Factor Risk
0.404122958326445
VTI.US Exposure
-0.08945937311351172
VEA.US Exposure
-0.0490088556321522
VWO.US Exposure
0.02257420923771659
QQQ.US Exposure
0.1300617192325726
VTV.US Exposure
0.22985409866304862
IJR.US Exposure
0.06391061733090093
QUAL.US Exposure
-0.05718600595722775
SHV.US Exposure
0.45808654692119705
TLT.US Exposure
0.0003094197263374259
LQD.US Exposure
0.011925088349314985
HYG.US Exposure
-0.002513443240765894
GLD.US Exposure
-0.0009337205798975808
USO.US Exposure
-0.001031929899082076
VNQ.US Exposure
0.0646253721922878
BTC-USD.CC Exposure
0.007087013917797064
CPER.US Exposure
-0.000360042400313197
VIX.INDX Exposure
0.020994042333262082
UUP.US Exposure
0.011325998025034832
TIP.US Exposure
0.010703384917989946
Idiosyncratic Exposure
0.16903585997549073
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
81.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.4%

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 →6.77%
Market Cap$281.9M
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
$596
Avg Yield on Cost
5.96%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$595.565.96%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 →
-0.4%
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 →
-3.3%
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 →
11.3% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BRT Realty Trust a high-risk investment?

BRT Realty Trust (BRT.US) has an annualized volatility of 40.4% and experienced a maximum drawdown of 44.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRT.US has generated a Compound Annual Growth Rate (CAGR) of 12.7%. 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.

Run a Full Backtest on BRT Realty Trust

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest