Schwab US Large-Cap Value ETF™ (SCHV)
72.92
-0.58
(-0.79%)
USD |
NYSEARCA |
Apr 25, 12:08
SCHV Max Drawdown (5Y): 37.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.08% |
February 29, 2024 | 37.08% |
January 31, 2024 | 37.08% |
December 31, 2023 | 37.08% |
November 30, 2023 | 37.08% |
October 31, 2023 | 37.08% |
September 30, 2023 | 37.08% |
August 31, 2023 | 37.08% |
July 31, 2023 | 37.08% |
June 30, 2023 | 37.08% |
May 31, 2023 | 37.08% |
April 30, 2023 | 37.08% |
March 31, 2023 | 37.08% |
February 28, 2023 | 37.08% |
January 31, 2023 | 37.08% |
December 31, 2022 | 37.08% |
November 30, 2022 | 37.08% |
October 31, 2022 | 37.08% |
September 30, 2022 | 37.08% |
August 31, 2022 | 37.08% |
July 31, 2022 | 37.08% |
June 30, 2022 | 37.08% |
May 31, 2022 | 37.08% |
April 30, 2022 | 37.08% |
March 31, 2022 | 37.08% |
Date | Value |
---|---|
February 28, 2022 | 37.08% |
January 31, 2022 | 37.08% |
December 31, 2021 | 37.08% |
November 30, 2021 | 37.08% |
October 31, 2021 | 37.08% |
September 30, 2021 | 37.08% |
August 31, 2021 | 37.08% |
July 31, 2021 | 37.08% |
June 30, 2021 | 37.08% |
May 31, 2021 | 37.08% |
April 30, 2021 | 37.08% |
March 31, 2021 | 37.08% |
February 28, 2021 | 37.08% |
January 31, 2021 | 37.08% |
December 31, 2020 | 37.08% |
November 30, 2020 | 37.08% |
October 31, 2020 | 37.08% |
September 30, 2020 | 37.08% |
August 31, 2020 | 37.08% |
July 31, 2020 | 37.08% |
June 30, 2020 | 37.08% |
May 31, 2020 | 37.08% |
April 30, 2020 | 37.08% |
March 31, 2020 | 37.08% |
February 29, 2020 | 17.71% |
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
17.71%
Minimum
Apr 2019
37.08%
Maximum
Mar 2020
33.53%
Average
37.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Russell Top 200 Value ETF | 35.76% |
iShares Russell 1000 Value ETF | 38.51% |
iShares Core S&P US Value ETF | 37.54% |
Vanguard Mega Cap Value ETF | 35.41% |
Invesco FTSE RAFI US 1000 ETF | 38.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.560 |
Beta (5Y) | 0.9427 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3637 |
Beta (vs YCharts Benchmark) (5Y) | 0.9747 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.73% |
Historical Sharpe Ratio (5Y) | 0.4135 |
Historical Sortino (5Y) | 0.4417 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.27% |