Schwab Fundamental US Small Company ETF (FNDA)

29.97 +0.19 (+0.64%) USD  |  NYSEARCA  |  Dec 24, 16:00
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FNDA Max Drawdown (5Y): 44.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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iShares Core S&P Small-Cap ETF 44.35%
Invesco S&P SmallCap Momentum ETF 39.39%
Vanguard Small-Cap Index Fund ETF 42.05%
Schwab US Small-Cap ETF 42.41%
Vanguard Russell 2000 Index Fund ETF 41.18%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.429
Beta (5Y) 1.195
Alpha (vs YCharts Benchmark) (5Y) 1.968
Beta (vs YCharts Benchmark) (5Y) 1.010
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.01%
Historical Sharpe Ratio (5Y) 0.3664
Historical Sortino (5Y) 0.4277
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.21%