Schwab US Aggregate Bond ETF (SCHZ)
23.06
+0.05
(+0.22%)
USD |
NYSEARCA |
Mar 13, 16:00
23.06
0.00 (0.00%)
After-Hours: 18:49
SCHZ Max Drawdown (5Y): 18.75% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1088 |
| Beta (5Y) | 1.037 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1088 |
| Beta (vs YCharts Benchmark) (5Y) | 1.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.22% |
| Historical Sharpe Ratio (5Y) | -0.4945 |
| Historical Sortino (5Y) | -0.7794 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.10% |