Schwab US Small-Cap ETF™ (SCHA)
26.59
-0.43
(-1.59%)
USD |
NYSEARCA |
Nov 15, 14:35
SCHA Max Drawdown (5Y): 42.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.41% |
| September 30, 2024 | 42.41% |
| August 31, 2024 | 42.41% |
| July 31, 2024 | 42.41% |
| June 30, 2024 | 42.41% |
| May 31, 2024 | 42.41% |
| April 30, 2024 | 42.41% |
| March 31, 2024 | 42.41% |
| February 29, 2024 | 42.41% |
| January 31, 2024 | 42.41% |
| December 31, 2023 | 42.41% |
| November 30, 2023 | 42.41% |
| October 31, 2023 | 42.41% |
| September 30, 2023 | 42.41% |
| August 31, 2023 | 42.41% |
| July 31, 2023 | 42.41% |
| June 30, 2023 | 42.41% |
| May 31, 2023 | 42.41% |
| April 30, 2023 | 42.41% |
| March 31, 2023 | 42.41% |
| February 28, 2023 | 42.41% |
| January 31, 2023 | 42.41% |
| December 31, 2022 | 42.41% |
| November 30, 2022 | 42.41% |
| October 31, 2022 | 42.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.41% |
| August 31, 2022 | 42.41% |
| July 31, 2022 | 42.41% |
| June 30, 2022 | 42.41% |
| May 31, 2022 | 42.41% |
| April 30, 2022 | 42.41% |
| March 31, 2022 | 42.41% |
| February 28, 2022 | 42.41% |
| January 31, 2022 | 42.41% |
| December 31, 2021 | 42.41% |
| November 30, 2021 | 42.41% |
| October 31, 2021 | 42.41% |
| September 30, 2021 | 42.41% |
| August 31, 2021 | 42.41% |
| July 31, 2021 | 42.41% |
| June 30, 2021 | 42.41% |
| May 31, 2021 | 42.41% |
| April 30, 2021 | 42.41% |
| March 31, 2021 | 42.41% |
| February 28, 2021 | 42.41% |
| January 31, 2021 | 42.41% |
| December 31, 2020 | 42.41% |
| November 30, 2020 | 42.41% |
| October 31, 2020 | 42.41% |
| September 30, 2020 | 42.41% |
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
26.45%
Minimum
Nov 2019
42.41%
Maximum
Mar 2020
41.34%
Average
42.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Core S&P Small-Cap ETF | 44.35% |
| Vanguard Small-Cap ETF | 42.05% |
| Vanguard Russell 2000 ETF | 41.18% |
| Vanguard S&P Small-Cap 600 ETF | 44.14% |
| SPDR® Portfolio S&P 600™ Sm Cap ETF | 42.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.397 |
| Beta (5Y) | 1.162 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4973 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9933 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.69% |
| Historical Sharpe Ratio (5Y) | 0.2567 |
| Historical Sortino (5Y) | 0.3095 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.60% |