VNQ — VNQ | U.S. Real Estate ETF | REITs Proxy 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The baseline is a direct read-through of the disclosed ETF or index-like fund. It is led by PKST (Peakstone Realty Trust) 100.00%, with sector exposure of Real Estate 100.00%. The baseline metrics show return 2.82%, alpha -6.47%, beta 0.74, Sharpe 0.24, Sortino 0.29, and max drawdown -38.28%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
The strongest recent period was 2026-02-28 (0.05% strategy return, -7.93% benchmark, 7.98% excess, 193.17% turnover), while the weakest was 2026-03-31 (0.00% strategy return, 15.04% benchmark, -15.04% excess, 0.00% turnover). Those periods should be read alongside baseline metrics of return 2.82%, alpha -6.47%, beta 0.74, Sharpe 0.24, Sortino 0.29, and max drawdown -38.28% to judge whether returns came from persistent exposure or a narrow timing window.
The latest change list shows PKST unchanged to 100.00%. Combined with top 5 100.00%, top 10 100.00%, top 20 100.00%, that tells the user whether the baseline is becoming more concentrated or simply refreshing existing exposure. For a static page, this is the best first check before deciding whether the raw disclosed book is still acceptable.