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Here are closing share prices (adjusted to include dividends) of 5 companies with past12 months of data and adjusted closing prices for the ASX200 index.

Here are closing share prices (adjusted to include dividends) of 5 companies with past12 months of data and adjusted closing prices for the ASX200 index. Calculate, present and discuss the main summary statistics of monthly returns for each REIT and the overall market index. How does the risk and return characteristics of each REIT compare to the overall market index? Show your analysis process.

Date AXJO GMG CHC DXS MGR SGP
2019/10/1 6663.400 14.093 10.923 11.419 3.108 4.611
2019/11/1 6846.000 14.514 10.449 11.667 3.263 4.762
2019/12/1 6684.100 13.094 10.710 11.161 3.079 4.357
2020/1/1 7017.200 14.744 12.623 12.414 3.355 4.773
2020/2/1 6441.200 14.833 12.250 11.867 3.000 4.569
2020/3/1 5076.800 11.981 6.733 8.871 2.062 2.454
2020/4/1 5522.400 13.021 7.509 8.939 2.210 2.794
2020/5/1 5755.700 15.219 9.511 8.783 2.319 3.463
2020/6/1 5897.900 14.704 9.511 8.978 2.141 3.211
2020/7/1 5927.800 16.930 10.520 8.510 2.090 3.190
2020/8/1 6060.500 18.310 12.510 8.830 2.110 3.960
2020/9/1 5815.900 17.940 12.430 8.890 2.180 3.780

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