Charles Schwab Corp (SCHW)

74.31 +0.69 (+0.94%) USD  |  NYSE  |  Dec 20, 16:00
74.09 -0.22 (-0.30%) Pre-Market: 20:00
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Charles Schwab Max Drawdown (5Y): 51.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Morgan Stanley 51.33%
Interactive Brokers Group Inc 55.08%
BlackRock Inc 43.88%
Bank of America Corp 48.93%
Robinhood Markets Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.855
Beta (5Y) 0.9631
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.46%
Historical Sharpe Ratio (5Y) 0.2671
Historical Sortino (5Y) 0.3447
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.53%