Schwab 1000 Index ETF (SCHK)

33.12 +0.09 (+0.27%) USD  |  NYSEARCA  |  Dec 11, 16:00
33.09 -0.03 (-0.09%) After-Hours: 20:00
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SCHK Max Drawdown (5Y): 25.43% for Nov. 30, 2025

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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 Russell 1000 Index Fund ETF 25.13%
John Hancock Multifactor Large Cap ETF 23.46%
Fidelity Quality Factor ETF 25.50%
Fidelity Low Volatility Factor ETF 19.23%
JPMorgan US Quality Factor ETF 22.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.136
Beta (5Y) 1.016
Alpha (vs YCharts Benchmark) (5Y) -1.136
Beta (vs YCharts Benchmark) (5Y) 1.016
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.40%
Historical Sharpe Ratio (5Y) 0.7256
Historical Sortino (5Y) 1.060
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.29%
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