Bc. Ana Maria Chele

Bachelor's thesis

Performance Analysis of Selected Real Estate Investment Trusts (REITs)

Performance Analysis of Selected Real Estate Investment Trusts (REITs)
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 …more
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 …more
 

Keywords

financial ratios performance analysis risk analysis REITs COVID-19 impact
 
Language used: English
Date on which the thesis was submitted / produced: 25. 4. 2025
Identifier: https://is.muni.cz/th/yuwsv/

Thesis defence

  • Date of defence: 9. 6. 2025
  • Supervisor: Ing. Dagmar Vágnerová Linnertová, Ph.D.
  • Reader: Ph.D. Oleg Deev

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta
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