Simon Property Group, Inc. (SPG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Simon Property Group, Inc. (SPG): 1Y return 20.2%, Sharpe ratio 1.06, volatility 18.4%, max drawdown -15.6%. A Stock in the Equity asset class. Compare SPG with other assets and invest through your own broker with pfolio.
Simon Property Group, Inc. (SPG) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
SPG Performance
- MTD
- Return: 0.3%, Sharpe: 0.74, Volatility: 15.1%, Max Drawdown: -2.1%
- YTD
- Return: 12.5%, Sharpe: 0.85, Volatility: 19.3%, Max Drawdown: -15.6%
- 1Y
- Return: 20.2%, Sharpe: 1.06, Volatility: 18.4%, Max Drawdown: -15.6%
- 5Y
- Return: 94.9%, Sharpe: 0.64, Volatility: 25.4%, Max Drawdown: -45.8%
- 10Y
- Return: 70.1%, Sharpe: 0.32, Volatility: 36.4%, Max Drawdown: -75.3%
Frequently Asked Questions
- What is Simon Property Group, Inc. (SPG)?
- Simon Property Group, Inc. (SPG) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does SPG compare to other assets?
- You can compare SPG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SPG through pfolio?
- pfolio helps you build diversified portfolios that may include SPG. You invest through your own broker — pfolio provides the analytics.