Schwab 1000 ETF (SCHK)
49.41
+0.55
(+1.13%)
USD |
NYSEARCA |
May 03, 16:00
49.44
+0.02
(+0.05%)
After-Hours: 20:00
SCHK Max Drawdown (5Y): 34.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.80% |
March 31, 2024 | 34.80% |
February 29, 2024 | 34.80% |
January 31, 2024 | 34.80% |
December 31, 2023 | 34.80% |
November 30, 2023 | 34.80% |
October 31, 2023 | 34.80% |
September 30, 2023 | 34.80% |
August 31, 2023 | 34.80% |
July 31, 2023 | 34.80% |
June 30, 2023 | 34.80% |
May 31, 2023 | 34.80% |
April 30, 2023 | 34.80% |
March 31, 2023 | 34.80% |
February 28, 2023 | 34.80% |
January 31, 2023 | 34.80% |
December 31, 2022 | 34.80% |
November 30, 2022 | 34.80% |
October 31, 2022 | 34.80% |
September 30, 2022 | 34.80% |
August 31, 2022 | 34.80% |
July 31, 2022 | 34.80% |
June 30, 2022 | 34.80% |
May 31, 2022 | 34.80% |
April 30, 2022 | 34.80% |
Date | Value |
---|---|
March 31, 2022 | 34.80% |
February 28, 2022 | 34.80% |
January 31, 2022 | 34.80% |
December 31, 2021 | 34.80% |
November 30, 2021 | 34.80% |
October 31, 2021 | 34.80% |
September 30, 2021 | 34.80% |
August 31, 2021 | 34.80% |
July 31, 2021 | 34.80% |
June 30, 2021 | 34.80% |
May 31, 2021 | 34.80% |
April 30, 2021 | 34.80% |
March 31, 2021 | 34.80% |
February 28, 2021 | 34.80% |
January 31, 2021 | 34.80% |
December 31, 2020 | 34.80% |
November 30, 2020 | 34.80% |
October 31, 2020 | 34.80% |
September 30, 2020 | 34.80% |
August 31, 2020 | 34.80% |
July 31, 2020 | 34.80% |
June 30, 2020 | 34.80% |
May 31, 2020 | 34.80% |
April 30, 2020 | 34.80% |
March 31, 2020 | 34.80% |
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
19.63%
Minimum
May 2019
34.80%
Maximum
Mar 2020
32.27%
Average
34.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® Portfolio S&P 500 ETF | 33.86% |
SPDR® S&P 500 Fossil Fuel Rsrv Free ETF | 32.83% |
iShares ESG Aware MSCI USA ETF | 33.87% |
Franklin US Large Cap Mltfctr Idx ETF | 33.63% |
Invesco MSCI USA ETF | 33.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7434 |
Beta (5Y) | 1.021 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7434 |
Beta (vs YCharts Benchmark) (5Y) | 1.021 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.38% |
Historical Sharpe Ratio (5Y) | 0.5487 |
Historical Sortino (5Y) | 0.6035 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.21% |