Simon Property Group Inc (SPG)

171.61 +2.35 (+1.39%) USD  |  NYSE  |  Dec 20, 16:00
171.52 -0.09 (-0.05%) After-Hours: 20:00
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Simon Property Group Max Drawdown (5Y): 77.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alexandria Real Estate Equities Inc 56.23%
BXP Inc 63.62%
Federal Realty Investment Trust 56.51%
Prologis Inc 42.07%
Public Storage 37.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.95
Beta (5Y) 1.751
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.90%
Historical Sharpe Ratio (5Y) 0.1656
Historical Sortino (5Y) 0.1962
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.64%