Annual Returns

Year

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

2017

2018

2019

Index (PSF)     

 $    258.67

 $    320.90

 $    296.73

 $    244.36

 $    263.97

 $    294.50

 $    288.59

 $    330.74

 $    349.75

 $    407.93

 $    439.22

 $    474.31

 $    501.23

 $    461.93

 $    547.79

Return

24.06%

-7.53%

-17.65%

8.03%

11.57%

-2.01%

14.60%

5.75%

16.63%

7.67%

7.99%

5.67%

-7.83%

18.59%

Annualized                             5.51%

Index Characteristics

Property Values (mms)

​

Correlations*

AF CRE Composite

AF CRE Residential

AF CRE Retail

AF CRE Hospitality

S&P 500

10 Yr. Treasury Yield

​

Volatility

​

* Since 9/1/16

$147,357

​

​

91.5%

81.4%

74.3%

61.5%

49.0%

-6.1%

​

9.4%