Schwab US REIT ETF™ (SCHH)
18.97
+0.01
(+0.05%)
USD |
NYSEARCA |
Apr 24, 16:00
18.97
0.00 (0.00%)
After-Hours: 18:20
SCHH Max Drawdown (5Y): 44.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.22% |
February 29, 2024 | 44.22% |
January 31, 2024 | 44.22% |
December 31, 2023 | 44.22% |
November 30, 2023 | 44.22% |
October 31, 2023 | 44.22% |
September 30, 2023 | 44.22% |
August 31, 2023 | 44.22% |
July 31, 2023 | 44.22% |
June 30, 2023 | 44.22% |
May 31, 2023 | 44.22% |
April 30, 2023 | 44.22% |
March 31, 2023 | 44.22% |
February 28, 2023 | 44.22% |
January 31, 2023 | 44.22% |
December 31, 2022 | 44.22% |
November 30, 2022 | 44.22% |
October 31, 2022 | 44.22% |
September 30, 2022 | 44.22% |
August 31, 2022 | 44.22% |
July 31, 2022 | 44.22% |
June 30, 2022 | 44.22% |
May 31, 2022 | 44.22% |
April 30, 2022 | 44.22% |
March 31, 2022 | 44.22% |
Date | Value |
---|---|
February 28, 2022 | 44.22% |
January 31, 2022 | 44.22% |
December 31, 2021 | 44.22% |
November 30, 2021 | 44.22% |
October 31, 2021 | 44.22% |
September 30, 2021 | 44.22% |
August 31, 2021 | 44.22% |
July 31, 2021 | 44.22% |
June 30, 2021 | 44.22% |
May 31, 2021 | 44.22% |
April 30, 2021 | 44.22% |
March 31, 2021 | 44.22% |
February 28, 2021 | 44.22% |
January 31, 2021 | 44.22% |
December 31, 2020 | 44.22% |
November 30, 2020 | 44.22% |
October 31, 2020 | 44.22% |
September 30, 2020 | 44.22% |
August 31, 2020 | 44.22% |
July 31, 2020 | 44.22% |
June 30, 2020 | 44.22% |
May 31, 2020 | 44.22% |
April 30, 2020 | 44.22% |
March 31, 2020 | 44.22% |
February 29, 2020 | 16.82% |
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
16.82%
Minimum
Apr 2019
44.22%
Maximum
Mar 2020
39.20%
Average
44.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Core US REIT ETF | 44.38% |
iShares Cohen & Steers REIT ETF | 40.22% |
iShares US Real Estate ETF | 42.32% |
SPDR® Dow Jones REIT ETF | 44.37% |
Vanguard Real Estate ETF | 42.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.98 |
Beta (5Y) | 0.9884 |
Alpha (vs YCharts Benchmark) (5Y) | -3.157 |
Beta (vs YCharts Benchmark) (5Y) | 1.018 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.05% |
Historical Sharpe Ratio (5Y) | -0.0426 |
Historical Sortino (5Y) | -0.046 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |