Simon Property Group Inc (SPG)
166.06
+3.96
(+2.44%)
USD |
NYSE |
Mar 24, 16:00
166.04
-0.02
(-0.01%)
After-Hours: 20:00
Simon Property Group Max Drawdown (5Y): 77.02% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Welltower Inc | 63.33% |
| Federal Realty Investment Trust | 56.51% |
| Prologis Inc | 42.07% |
| Medical Properties Trust Inc | 84.46% |
| Regency Centers Corp | 57.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.37 |
| Beta (5Y) | 1.784 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.44% |
| Historical Sharpe Ratio (5Y) | 0.3426 |
| Historical Sortino (5Y) | 0.7537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.86% |