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A Better Way to Assess Inflation and Risk in Real Estate

Inflation is most commonly seen as a threat to investor portfolios. This reasoning is the cause of oversimplification and basic analyses that overlook important factors. Likewise, risk-adjusted performance is often assessed narrowly or not at all. Understanding risk-adjusted behavior, and how inflation affects it, is vital if you want to truly understand your market and stay ahead of the competition.

A Better Way to Assess Inflation and Risk in Real Estate provides insight into how investors can view inflation, risk-adjusted performance, and risk in general.

KEY FINDINGS

Private CRE and Inflation

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U.S. private CRE risk-adjusted returns tend to be larger during times of high inflation. Post-GFC, higher inflation tends to help the asset class’s excess returns.

Secondary Apartment Markets

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Seen in Orlando and Atlanta apartment markets, gains are amplified in strong markets more than losses are amplified in weak markets.

Post-GFC Inflation Sensitivity

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Secondary apartment market returns are more sensitive to inflation, while primary apartment markets tend to have more stable excess returns under rising inflation

Private Apartments Outperform

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Compared to other property types, private apartments have the strongest risk-adjusted performance during both times of moderate and high inflation.

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