Schwab International Equity ETF™ (SCHF)
37.78
-0.52 (-1.36%)
USD |
NYSEARCA |
Jan 21, 16:00
37.78
0.00 (0.00%)
After-Hours: 20:00
SCHF Max Drawdown (5Y): 34.91% for Dec. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2021 | 34.91% |
| November 30, 2021 | 34.91% |
| October 31, 2021 | 34.91% |
| September 30, 2021 | 34.91% |
| August 31, 2021 | 34.91% |
| July 31, 2021 | 34.91% |
| June 30, 2021 | 34.91% |
| May 31, 2021 | 34.91% |
| April 30, 2021 | 34.91% |
| March 31, 2021 | 34.91% |
| February 28, 2021 | 34.91% |
| January 31, 2021 | 34.91% |
| December 31, 2020 | 34.91% |
| November 30, 2020 | 34.91% |
| October 31, 2020 | 34.91% |
| September 30, 2020 | 34.91% |
| August 31, 2020 | 34.91% |
| July 31, 2020 | 34.91% |
| June 30, 2020 | 34.91% |
| May 31, 2020 | 34.91% |
| April 30, 2020 | 34.91% |
| March 31, 2020 | 34.91% |
| February 29, 2020 | 23.70% |
| January 31, 2020 | 23.70% |
| December 31, 2019 | 23.70% |
| Date | Value |
|---|---|
| November 30, 2019 | 23.70% |
| October 31, 2019 | 23.70% |
| September 30, 2019 | 23.70% |
| August 31, 2019 | 23.70% |
| July 31, 2019 | 23.70% |
| June 30, 2019 | 23.70% |
| May 31, 2019 | 23.70% |
| April 30, 2019 | 23.70% |
| March 31, 2019 | 23.70% |
| February 28, 2019 | 23.70% |
| January 31, 2019 | 23.70% |
| December 31, 2018 | 23.70% |
| November 30, 2018 | 23.70% |
| October 31, 2018 | 23.70% |
| September 30, 2018 | 23.70% |
| August 31, 2018 | 23.70% |
| July 31, 2018 | 23.70% |
| June 30, 2018 | 23.70% |
| May 31, 2018 | 23.70% |
| April 30, 2018 | 23.70% |
| March 31, 2018 | 23.70% |
| February 28, 2018 | 23.70% |
| January 31, 2018 | 23.70% |
| December 31, 2017 | 23.70% |
| November 30, 2017 | 23.70% |
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
23.70%
Minimum
Apr 2017
34.91%
Maximum
Mar 2020
27.86%
Average
23.70%
Median
Apr 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4873 |
| Beta (5Y) | 0.9871 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.89% |
| Historical Sharpe Ratio (5Y) | 0.60 |
| Historical Sortino (5Y) | 0.5796 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.74% |