See what your fund actually adds
Cohen & Steers Institutional Realty Shares CSRIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CSRIX | Replication |
|---|---|---|
| Annualized growth | -36.2% | -17.8% |
| Annualized volatility | 9.3% | 9.0% |
| Sharpe ratio | -4.78 | -2.13 |
| Maximum drawdown | 6.6% | 4.2% |
| Replication fit (R²) | 1.00 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model CSRIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLY | Sector · Cons Discr | 43.0% |
| VNQ | Sector · Real Estate | 17.9% |
| BCI | Alternatives · Commodities | 15.3% |
| XLE | Sector · Energy | 15.0% |
| XLF | Sector · Financials | 8.8% |