preview

Beta Management Case

Satisfactory Essays

Beta Management Company July 21, 2014 Variable Measures | |Vanguard Index 500 Trust |California R.E.I.T. |Brown Group | |Standard Deviation |4.61% |9.23% |8.17% | |Expected Return |1.10% |-2.27% |-0.67% | | |Vanguard & California R.E.I.T. |Vanguard & Brown Group | |Beta |14.121% …show more content…

A strong correlation between the real estate market and the market exists. California R.E.I.T.’s investments are all directly tied up in industry-related investments such as equity and mortgage investments. Although the asset allocations are split among different properties and U.S. regions, large

Get Access