Performance Analysis of Selected Real Estate Investment Trusts (REITs)

Bc. Ana Maria Chele

Bakalářská práce

Anotace:

The thesis analyzes the performance and risk profile of U.S. Real Estate Investment Trusts (REITs) over a 10-year period (2014–2024), with a focus on the COVID-19 crisis. It outlines the theoretical background of REITs and financial metrics such as the Sharpe, Sortino, and Treynor ratios, Jensen’s Alpha, and Maximum Drawdown. These financial metrics are used to compare performance in regular economic conditions versus crisis periods. Finally, theoretical concepts are applied to data to assess sector-specific resilience, performance, and risk sensitivity.

Abstract:

The thesis analyzes the performance and risk profile of U.S. Real Estate Investment Trusts (REITs) over a 10-year period (2014–2024), with a focus on the COVID-19 crisis. It outlines the theoretical background of REITs and financial metrics such as the Sharpe, Sortino, and Treynor ratios, Jensen’s Alpha, and Maximum Drawdown. These financial metrics are used to compare performance in regular economic conditions versus crisis periods. Finally, theoretical concepts are applied to data to assess sector-specific resilience, performance, and risk sensitivity.

Keywords

financial ratios, performance analysis, risk analysis, REITs, COVID-19 impact

Jazyk práce: angličtina

Datum vytvoření / odevzdání či podání práce: 25. 4. 2025

Obhajoba závěrečné práce

• Obhajoba proběhla 9. 6. 2025
• Vedoucí: Ing. Dagmar Vágnerová Linnertová, Ph.D.
• Oponent: Ph.D. Oleg Deev

Masarykova univerzita

Ekonomicko-správní fakulta

Bakalářský studijní program / obor:
Business Management and Finance / Business Management and Finance