Simon Property Group Inc (SPG)
172.16
+4.46
(+2.66%)
USD |
NYSE |
Nov 04, 16:00
171.80
-0.36
(-0.21%)
Pre-Market: 20:00
Simon Property Group Max Drawdown (5Y): 77.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.02% |
September 30, 2024 | 77.02% |
August 31, 2024 | 77.02% |
July 31, 2024 | 77.02% |
June 30, 2024 | 77.02% |
May 31, 2024 | 77.02% |
April 30, 2024 | 77.02% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
77.02%
Maximum
Apr 2020
74.02%
Average
77.02%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
BXP Inc | 63.62% |
Federal Realty Investment Trust | 56.51% |
Regency Centers Corp | 57.06% |
Alexandria Real Estate Equities Inc | 56.23% |
Host Hotels & Resorts Inc | 55.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.50 |
Beta (5Y) | 1.748 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.92% |
Historical Sharpe Ratio (5Y) | 0.1349 |
Historical Sortino (5Y) | 0.1613 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |