Simon Property Group Inc (SPG)
142.36
-0.37
(-0.26%)
USD |
NYSE |
Apr 26, 16:00
142.45
+0.09
(+0.06%)
After-Hours: 20:00
Simon Property Group Max Drawdown (5Y): 77.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.02% |
February 29, 2024 | 77.02% |
January 31, 2024 | 77.02% |
December 31, 2023 | 77.02% |
November 30, 2023 | 77.02% |
October 31, 2023 | 77.02% |
September 30, 2023 | 77.02% |
August 31, 2023 | 77.02% |
July 31, 2023 | 77.02% |
June 30, 2023 | 77.02% |
May 31, 2023 | 77.02% |
April 30, 2023 | 77.02% |
March 31, 2023 | 77.02% |
February 28, 2023 | 77.02% |
January 31, 2023 | 77.02% |
December 31, 2022 | 77.02% |
November 30, 2022 | 77.02% |
October 31, 2022 | 77.02% |
September 30, 2022 | 77.02% |
August 31, 2022 | 77.02% |
July 31, 2022 | 77.02% |
June 30, 2022 | 77.02% |
May 31, 2022 | 77.02% |
April 30, 2022 | 77.02% |
March 31, 2022 | 77.02% |
Date | Value |
---|---|
February 28, 2022 | 77.02% |
January 31, 2022 | 77.02% |
December 31, 2021 | 77.02% |
November 30, 2021 | 77.02% |
October 31, 2021 | 77.02% |
September 30, 2021 | 77.02% |
August 31, 2021 | 77.02% |
July 31, 2021 | 77.02% |
June 30, 2021 | 77.02% |
May 31, 2021 | 77.02% |
April 30, 2021 | 77.02% |
March 31, 2021 | 77.02% |
February 28, 2021 | 77.02% |
January 31, 2021 | 77.02% |
December 31, 2020 | 77.02% |
November 30, 2020 | 77.02% |
October 31, 2020 | 77.02% |
September 30, 2020 | 77.02% |
August 31, 2020 | 77.02% |
July 31, 2020 | 77.02% |
June 30, 2020 | 77.02% |
May 31, 2020 | 77.02% |
April 30, 2020 | 77.02% |
March 31, 2020 | 76.54% |
February 29, 2020 | 35.73% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
30.67%
Minimum
Apr 2019
77.02%
Maximum
Apr 2020
68.61%
Average
77.02%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Alexandria Real Estate Equities Inc | 56.23% |
Welltower Inc | 63.33% |
Host Hotels & Resorts Inc | 55.10% |
Prologis Inc | 42.07% |
Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.85 |
Beta (5Y) | 1.657 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.04% |
Historical Sharpe Ratio (5Y) | 0.0173 |
Historical Sortino (5Y) | 0.0219 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |