Schwab International Equity ETF (SCHF)

18.51 -0.14 (-0.75%) USD  |  NYSEARCA  |  Dec 27, 16:00
18.51 0.00 (0.00%) After-Hours: 20:00
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SCHF Max Drawdown (5Y): 34.91% 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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Vanguard Developed Markets Index Fund ETF 35.73%
Vanguard FTSE All-World ex US Index Fund ETF 34.98%
iShares MSCI ACWI ex US ETF 35.35%
SPDR MSCI ACWI ex-US ETF 34.64%
SPDR Portfolio Developed World ex-US ETF 34.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.8863
Beta (5Y) 1.025
Alpha (vs YCharts Benchmark) (5Y) 0.8863
Beta (vs YCharts Benchmark) (5Y) 1.025
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.58%
Historical Sharpe Ratio (5Y) 0.202
Historical Sortino (5Y) 0.2366
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.97%