CT Real Estate Investment Trust

10-Year Study

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

Executive Summary: CT Real Estate Investment Trust has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 99.2% and an annualized volatility of 560.3%.

1Y CAGR
+155.7%
3Y CAGR
-19.1%
5Y CAGR
+17.0%
10Y CAGR
+7.5%

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 →
99.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
372.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7499.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1890.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +2826.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -96.9%
% 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.
20260.85.4-3.87.3————————9.6%
20253.1-34.4-35.413.0-32.212.7-8.731.61.141.9-23.545.3-27.8%
2024-6.6-9.60.03.5-6.820.2-10.816.4-8.8-3.7-23.9-17.8-44.1%
20231053.6-9.5-47.8-88.3512.8-86.1-27.9-10.6986.5-0.210.313.4377.9%
2022-22.7-19.19.3-95.31693.21.023.2-47.9-92.216.1-3.1-6.7-96.9%
20213955.6-97.42647.1-1.5-96.93042.718.76.3-8.7-19.116.0-1.82826.8%
2020-15.7-5.810.13.114.6-12.15.8-5.71.4-7.2-0.17.6-8.3%
201911.66.76.1-0.9-1.73.52.91.22.8-1.0-7.86.532.5%
2018-4.1-5.72.8-1.0-0.1-0.55.2-0.1-3.91.7-5.8-4.8-15.8%
2017-1.72.50.7-2.23.5-4.41.4-3.5-0.22.24.1-0.71.4%
2016———0.33.10.23.1-1.63.7-4.23.1-0.37.4%

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 560.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 13.4% of variance. Idiosyncratic stock-specific factors contribute 52.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110032.283042468282
2016-05-0110342.605277264876
2016-06-0110361.665376139137
2016-07-0110681.517660372861
2016-08-0110509.26201679671
2016-09-0110902.733932932277
2016-10-0110446.8401929835
2016-11-0110770.980999463934
2016-12-0110741.79522306272
2017-01-0110561.20078622908
2017-02-0110824.587527547797
2017-03-0110895.10989338257
2017-04-0110654.357019477036
2017-05-0111024.361188873665
2017-06-0110541.187682411102
2017-07-0110693.549347787239
2017-08-0110324.498183334324
2017-09-0110308.77360176306
2017-10-0110537.494788254213
2017-11-0110968.253022812556
2017-12-0110894.514265292752
2018-01-0110451.009589612244
2018-02-019854.547620465779
2018-03-0110129.251295491094
2018-04-0110024.301626064684
2018-05-0110017.034963368871
2018-06-019963.904937756864
2018-07-0110482.339627136816
2018-08-0110475.192090058967
2018-09-0110062.898326285069
2018-10-0110230.269819524687
2018-11-019633.331347906367
2018-12-019170.051819643813
2019-01-0110231.103698850437
2019-02-0110913.45523854905
2019-03-0111582.464709035676
2019-04-0111477.78310133309
2019-05-0111283.92290831876
2019-06-0111678.976628926492
2019-07-0112017.983451296583
2019-08-0112161.991738088718
2019-09-0112505.265640966787
2019-10-0112375.258286065047
2019-11-0111412.234110079282
2019-12-0112150.812805128518
2020-01-0110244.803599344483
2020-02-019649.175509523766
2020-03-0110626.005213287206
2020-04-0110959.556625487088
2020-05-0112555.840087977875
2020-06-0111031.032496136559
2020-07-0111674.310787700115
2020-08-0111007.206827229928
2020-09-0111162.070266911765
2020-10-0110363.928535666371
2020-11-0110352.015701213055
2020-12-0111138.245734075555
2021-01-01451724.3578617323
2021-02-0111638.573420410592
2021-03-01319727.1892473308
2021-04-01314848.993737529
2021-05-019768.300445845656
2021-06-01306986.7320352984
2021-07-01364524.3909702781
2021-08-01387396.524161095
2021-09-01353874.5578159435
2021-10-01286258.8636032614
2021-11-01332074.5842702067
2021-12-01325999.1704831847
2022-01-01251879.20953172463
2022-02-01203704.80671868485
2022-03-01222717.26334369788
2022-04-0110447.31724076916
2022-05-01187336.94026664595
2022-06-01189231.05140689213
2022-07-01233188.39716481027
2022-08-01121561.7346702547
2022-09-019530.049437131454
2022-10-0111066.769863426085
2022-11-0110721.305616772886
2022-12-0110006.551454559858
2023-01-01115432.72562496742
2023-02-01104425.52106987833
2023-03-0154551.07521049403
2023-04-016408.958382799354
2023-05-0139275.71769694815
2023-06-015467.866046325439
2023-07-013943.057886448914
2023-08-013526.1183371814545
2023-09-0138310.798555497175
2023-10-0138239.32154877728
2023-11-0142170.47057701937
2023-12-0147817.022323722
2024-01-0144672.106736553695
2024-02-0140383.58630755721
2024-03-0140383.58630755721
2024-04-0141813.090087701574
2024-05-0138954.07798313116
2024-06-0146816.36695105193
2024-07-0141748.76578036353
2024-08-0148603.251220514074
2024-09-0144336.17071253638
2024-10-0142706.53222243265
2024-11-0132517.720989945516
2024-12-0126715.707094448233
2025-01-0127539.460397304872
2025-02-0118054.67882223968
2025-03-0111668.354370473457
2025-04-0113180.058526058378
2025-05-018937.994856825606
2025-06-0110074.45324765925
2025-07-019195.30628705807
2025-08-0112100.7802637091
2025-09-0112229.435694807726
2025-10-0117350.645756606467
2025-11-0113276.55066741756
2025-12-0119288.939186372027
2026-01-0119441.30085174817
2026-02-0120489.606289832624
2026-03-0119703.377211269282
2026-04-0121144.797188635413
Annual Return Matrix
YearAnnual Return
20170.014217273654792972
2018-0.15828722636516723
20190.3250538867293431
2020-0.08333327879313446
202128.26844839540988
2022-0.9693049787834476
20233.7785715729200984
2024-0.4412929581105559
2025-0.2779925637685837
20260.09621358563744042
Total Factor Risk
5.602986774584668
VTI.US Exposure
0.12109541428584232
VEA.US Exposure
0.05776286945573541
VWO.US Exposure
-0.01063869612716219
QQQ.US Exposure
0.13430507073511874
VTV.US Exposure
0.0012693214096368252
IJR.US Exposure
0.0006622887028918018
QUAL.US Exposure
0.0065870974719297185
SHV.US Exposure
0.027771380937846424
TLT.US Exposure
0.0005121349967159362
LQD.US Exposure
0.011075133986898822
HYG.US Exposure
0.06933387712909501
GLD.US Exposure
-0.0006214975396614138
USO.US Exposure
0.018333010156347147
VNQ.US Exposure
0.019286359156907486
BTC-USD.CC Exposure
-0.00044870015932141344
CPER.US Exposure
0.00286456017519155
VIX.INDX Exposure
-0.0010770515429208791
UUP.US Exposure
-0.0008209381438551142
TIP.US Exposure
0.02228037022594108
Idiosyncratic Exposure
0.5204679946868227
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
560.3%

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 →9.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.53%
Market Cap$4.1B
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
$376
Avg Yield on Cost
1.88%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$94.110.94%Solid
2026$282.332.82%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 →
+7.0%
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 →
+35.8%
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 →
50.7% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

CT Real Estate Investment Trust (CRT-UN.TO) has an annualized volatility of 560.3% and experienced a maximum drawdown of 99.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CRT-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 7.5%. 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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