Schwab US Aggregate Bond ETF™ (SCHZ)
54.77
-0.06 (-0.11%)
USD |
Sep 17, 16:00
54.77
0.00 (0.00%)
After-Hours: 16:29
SCHZ Max Drawdown (5Y): 10.27% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 10.27% |
| July 31, 2021 | 10.27% |
| June 30, 2021 | 10.27% |
| May 31, 2021 | 10.27% |
| April 30, 2021 | 10.27% |
| March 31, 2021 | 10.27% |
| February 28, 2021 | 10.27% |
| January 31, 2021 | 10.27% |
| December 31, 2020 | 10.27% |
| November 30, 2020 | 10.27% |
| October 31, 2020 | 10.27% |
| September 30, 2020 | 10.27% |
| August 31, 2020 | 10.27% |
| July 31, 2020 | 10.27% |
| June 30, 2020 | 10.27% |
| May 31, 2020 | 10.27% |
| April 30, 2020 | 10.27% |
| March 31, 2020 | 10.27% |
| February 29, 2020 | 4.35% |
| January 31, 2020 | 4.35% |
| December 31, 2019 | 4.35% |
| November 30, 2019 | 4.35% |
| October 31, 2019 | 4.35% |
| September 30, 2019 | 4.35% |
| August 31, 2019 | 4.35% |
| Date | Value |
|---|---|
| July 31, 2019 | 4.35% |
| June 30, 2019 | 4.35% |
| May 31, 2019 | 4.35% |
| April 30, 2019 | 4.35% |
| March 31, 2019 | 4.35% |
| February 28, 2019 | 4.35% |
| January 31, 2019 | 4.35% |
| December 31, 2018 | 4.35% |
| November 30, 2018 | 4.35% |
| October 31, 2018 | 4.35% |
| September 30, 2018 | 4.35% |
| August 31, 2018 | 4.35% |
| July 31, 2018 | 4.35% |
| June 30, 2018 | 4.89% |
| May 31, 2018 | 4.89% |
| April 30, 2018 | 4.89% |
| March 31, 2018 | 4.89% |
| February 28, 2018 | 4.89% |
| January 31, 2018 | 4.89% |
| December 31, 2017 | 4.89% |
| November 30, 2017 | 4.89% |
| October 31, 2017 | 4.89% |
| September 30, 2017 | 4.89% |
| August 31, 2017 | 4.89% |
| July 31, 2017 | 4.89% |
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
4.35%
Minimum
Jul 2018
10.27%
Maximum
Mar 2020
6.32%
Average
4.89%
Median
Sep 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1906 |
| Beta (5Y) | 1.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.04% |
| Historical Sharpe Ratio (5Y) | 0.4949 |
| Historical Sortino (5Y) | 0.6917 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.49% |