Schwab Short-Term US Treasury ETF™ (SCHO)
47.85
-0.02
(-0.04%)
USD |
NYSEARCA |
Apr 18, 16:00
47.85
0.00 (0.00%)
Pre-Market: 08:49
SCHO Max Drawdown (5Y): 5.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 5.69% |
| February 29, 2024 | 5.69% |
| January 31, 2024 | 5.69% |
| December 31, 2023 | 5.69% |
| November 30, 2023 | 5.69% |
| October 31, 2023 | 5.69% |
| September 30, 2023 | 5.69% |
| August 31, 2023 | 5.69% |
| July 31, 2023 | 5.69% |
| June 30, 2023 | 5.69% |
| May 31, 2023 | 5.69% |
| April 30, 2023 | 5.69% |
| March 31, 2023 | 5.69% |
| February 28, 2023 | 5.69% |
| January 31, 2023 | 5.69% |
| December 31, 2022 | 5.69% |
| November 30, 2022 | 5.69% |
| October 31, 2022 | 5.69% |
| September 30, 2022 | 5.47% |
| August 31, 2022 | 4.67% |
| July 31, 2022 | 4.67% |
| June 30, 2022 | 4.67% |
| May 31, 2022 | 3.79% |
| April 30, 2022 | 3.77% |
| March 31, 2022 | 3.38% |
| Date | Value |
|---|---|
| February 28, 2022 | 2.30% |
| January 31, 2022 | 1.47% |
| December 31, 2021 | 1.07% |
| November 30, 2021 | 1.07% |
| October 31, 2021 | 1.07% |
| September 30, 2021 | 1.07% |
| August 31, 2021 | 1.07% |
| July 31, 2021 | 1.07% |
| June 30, 2021 | 1.07% |
| May 31, 2021 | 1.07% |
| April 30, 2021 | 1.07% |
| March 31, 2021 | 1.07% |
| February 28, 2021 | 1.07% |
| January 31, 2021 | 1.07% |
| December 31, 2020 | 1.07% |
| November 30, 2020 | 1.07% |
| October 31, 2020 | 1.07% |
| September 30, 2020 | 1.07% |
| August 31, 2020 | 1.07% |
| July 31, 2020 | 1.07% |
| June 30, 2020 | 1.07% |
| May 31, 2020 | 1.07% |
| April 30, 2020 | 1.07% |
| March 31, 2020 | 1.07% |
| February 29, 2020 | 1.07% |
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
1.07%
Minimum
Apr 2019
5.69%
Maximum
Oct 2022
2.87%
Average
1.07%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.513 |
| Beta (5Y) | 0.2438 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.513 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2438 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.96% |
| Historical Sharpe Ratio (5Y) | -0.4659 |
| Historical Sortino (5Y) | -0.6862 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.87% |