Beta Management Case

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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
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