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Simon Property Group Inc

Provider: Exchange
Annualised Return 6.42%
Realised Volatility 32.14%
Downside Volatility 25.97%
Max Drawdown -71.26%
Winning months 59.01%
Sharpe Ratio 0.2
Sortino Ratio 0.25
Calmar Ratio 0.09
Viking Ratio 0.37
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2025 0.96% 7.03% -9.64% -5.24% 3.62% -0.04% -4.17%
2024 -2.83% 6.88% 7.01% -10.2% 7.67% 1.65% 1.08% 9.07% 2.27% 0.06% 8.56% -5.12% 26.92%
2023 9.35% -4.96% -6.92% 1.21% -7.21% 11.66% 7.9% -8.92% -3.22% 1.72% 13.65% 15.88% 29.24%
2022 -7.87% -6.55% -3.15% -10.31% -2.84% -15.94% 14.45% -6.13% -10.48% 21.43% 9.6% -0.13% -21.91%
2021 8.97% 21.51% 0.75% 8.21% 5.54% 1.55% -1.98% 6.27% -2.24% 12.78% 4.27% 5.64% 95.72%
2020 -10.61% -6.15% -55.43% 21.71% -13.58% 18.51% -6.98% 8.82% -4.67% -1.08% 31.46% 4.91% -38.64%
2019 8.41% 0.59% 0.58% -4.67% -5.59% -1.44% 1.53% -6.89% 4.51% -3.19% 1.74% -1.49% -6.74%
2018 -4.87% -4.85% 0.55% 1.29% 3.79% 6.22% 3.54% 5.06% -3.43% 3.83% 2.27% -9.53% 2.55%
2017 3.43% 1.32% -6.71% -3.94% -5.61% 4.87% -2.02% 0.08% 2.65% -3.53% 5.35% 6.18% 0.98%
2016 -4.2% 2.77% 9.47% -3.14% -0.98% 9.74% 4.67% -4.36% -3.93% -10.17% -2.51% -1.1% -5.5%
2015 9.09% -3.48% 2.77% -7.23% 0.77% -4.62% 8.21% -3.44% 2.45% 9.66% -6.78% 4.4% 10.22%
2014 1.76% 4.99% 1.68% 5.61% 2.87% -0.11% 1.15% 1.89% -3.3% 9% 1.62% 0.72% 31.07%
2013 1.32% -0.12% -0.19% 12.3% -5.93% -5.12% 1.36% -8.34% 1.79% 4.26% -2.26% 1.54% -0.92%
2012 5.37% 0.42% 7.53% 6.81% -4.57% 5.52% 3.1% -0.45% -4.34% 0.26% 0.68% 3.92% 26.02%
2011 1.97% 9.29% -2.62% 6.89% 3.78% -1.55% 3.68% -1.81% -6.4% 16.78% -2.51% 3.87% 33.57%
2010 -9.77% 9.67% 7.17% 6.1% -3.85% -5.03% 10.49% 2.06% 2.53% 3.54% 3.4% 1.01% 28.45%
2009 -19.1% -22.83% 4.65% 48.96% 3.86% -3.82% 8.34% 14.4% 9.13% -2.22% 7.2% 9.83% 51.4%
2008 0.85% -3.33% 10.87% 7.48% 0.4% -9.53% 3.05% 3.38% 2.23% -30.9% -28.03% 11.85% -36.07%
2007 12.51% -0.74% -1.32% 3.62% -5.62% -13.84% -7% 10.74% 5.35% 4.33% -4.83% -11.77% -11.73%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).