| | UK all property Return Data 2014-2020, Source MSCI | | | | | |
| Year | UK All property | Residential | Industrial | Office | | Correlation between Residential,Industrial and Office |
| 2014 | 17.7 | 12.7 | 22.8 | 22.6 | | | Residential | Industrial | Office |
| 2015 | 13.3 | 11.4 | 16.8 | 18.3 | | Residential | 1 | 0.7183331197 | 0.9654615121 |
| 2016 | 3.9 | 6.0 | 7.8 | 2.5 | | Industrial | 0.7183331197 | 1 | 0.7723389575 |
| 2017 | 9.6 | 7.0 | 20.0 | 8.3 | | Office | 0.9654615121 | 0.7723389575 | 1 |
| 2018 | 5.2 | 5.0 | 16.5 | 6.1 |
| 2019 | 0.7 | 4.2 | 7.0 | 4.7 |
| 2020 | (1.9) | 1.5 | 10.0 | (1.1) |
| Return | 6.9 | 6.8 | 14.4 | 8.8 |
| Risk (SD) | 6.47 | 3.44 | 5.36 | 7.43 |
| RAR | 1.07 | 2.0 | 2.68 | 1.18 | | | |
| | | | | | | | | Variance=27.46 |
| | | | | | | | | Standard Deviation=5.24 |
| | | | | | | | | Risk Adjusted Return= 2.13 |
| | Weights | Weighted Return | | Risk(SD) |
| Residential | 0.2 | 1.3652094286 | | 3.44 | | | | Beta (Residential)= | | 0.8364148381 |
| Industrial | 0.5 | 7.2007128571 | | 5.36 | | | | Beta (Industrial)= | | 0.6185494037 | | | Beta Portfolio=2.36 |
| Office | 0.3 | 2.6346501429 | | 7.43 | | | | Beta (Office)= | | 0.9233229969 |
| | RP | 11.2005724286 |
Brucele
INVESTMENT.xlsx
