Schwab Fundamental U.S. Large CompanyETF (FNDX)
25.04
+0.22
(+0.87%)
USD |
NYSEARCA |
Nov 25, 16:00
25.04
0.00 (0.00%)
After-Hours: 17:40
FNDX Max Drawdown (5Y): 37.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 37.72% |
September 30, 2024 | 37.72% |
August 31, 2024 | 37.72% |
July 31, 2024 | 37.72% |
June 30, 2024 | 37.72% |
May 31, 2024 | 37.72% |
April 30, 2024 | 37.72% |
March 31, 2024 | 37.72% |
February 29, 2024 | 37.72% |
January 31, 2024 | 37.72% |
December 31, 2023 | 37.72% |
November 30, 2023 | 37.72% |
October 31, 2023 | 37.72% |
September 30, 2023 | 37.72% |
August 31, 2023 | 37.72% |
July 31, 2023 | 37.72% |
June 30, 2023 | 37.72% |
May 31, 2023 | 37.72% |
April 30, 2023 | 37.72% |
March 31, 2023 | 37.72% |
February 28, 2023 | 37.72% |
January 31, 2023 | 37.72% |
December 31, 2022 | 37.72% |
November 30, 2022 | 37.72% |
October 31, 2022 | 37.72% |
Date | Value |
---|---|
September 30, 2022 | 37.72% |
August 31, 2022 | 37.72% |
July 31, 2022 | 37.72% |
June 30, 2022 | 37.72% |
May 31, 2022 | 37.72% |
April 30, 2022 | 37.72% |
March 31, 2022 | 37.72% |
February 28, 2022 | 37.72% |
January 31, 2022 | 37.72% |
December 31, 2021 | 37.72% |
November 30, 2021 | 37.72% |
October 31, 2021 | 37.72% |
September 30, 2021 | 37.72% |
August 31, 2021 | 37.72% |
July 31, 2021 | 37.72% |
June 30, 2021 | 37.72% |
May 31, 2021 | 37.72% |
April 30, 2021 | 37.72% |
March 31, 2021 | 37.72% |
February 28, 2021 | 37.72% |
January 31, 2021 | 37.72% |
December 31, 2020 | 37.72% |
November 30, 2020 | 37.72% |
October 31, 2020 | 37.72% |
September 30, 2020 | 37.72% |
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
19.64%
Minimum
Nov 2019
37.72%
Maximum
Mar 2020
36.51%
Average
37.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7350 |
Beta (5Y) | 0.9879 |
Alpha (vs YCharts Benchmark) (5Y) | -0.735 |
Beta (vs YCharts Benchmark) (5Y) | 0.9879 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.41% |
Historical Sharpe Ratio (5Y) | 0.6193 |
Historical Sortino (5Y) | 0.6419 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.26% |