Schwab US Aggregate Bond ETF™ (SCHZ)
45.33
+0.13
(+0.29%)
USD |
NYSEARCA |
Jul 02, 16:00
45.33
0.00 (0.00%)
After-Hours: 19:18
SCHZ Max Drawdown (5Y): 18.75% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 18.75% |
May 31, 2024 | 18.75% |
April 30, 2024 | 18.75% |
March 31, 2024 | 18.75% |
February 29, 2024 | 18.75% |
January 31, 2024 | 18.75% |
December 31, 2023 | 18.75% |
November 30, 2023 | 18.75% |
October 31, 2023 | 18.75% |
September 30, 2023 | 18.75% |
August 31, 2023 | 18.75% |
July 31, 2023 | 18.75% |
June 30, 2023 | 18.75% |
May 31, 2023 | 18.75% |
April 30, 2023 | 18.75% |
March 31, 2023 | 18.75% |
February 28, 2023 | 18.75% |
January 31, 2023 | 18.75% |
December 31, 2022 | 18.75% |
November 30, 2022 | 18.75% |
October 31, 2022 | 18.75% |
September 30, 2022 | 17.21% |
August 31, 2022 | 14.73% |
July 31, 2022 | 14.73% |
June 30, 2022 | 14.73% |
Date | Value |
---|---|
May 31, 2022 | 12.66% |
April 30, 2022 | 11.69% |
March 31, 2022 | 10.27% |
February 28, 2022 | 10.27% |
January 31, 2022 | 10.27% |
December 31, 2021 | 10.27% |
November 30, 2021 | 10.27% |
October 31, 2021 | 10.27% |
September 30, 2021 | 10.27% |
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% |
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 2019
18.75%
Maximum
Oct 2022
12.85%
Average
10.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0223 |
Beta (5Y) | 1.034 |
Alpha (vs YCharts Benchmark) (5Y) | 0.0223 |
Beta (vs YCharts Benchmark) (5Y) | 1.034 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.46% |
Historical Sharpe Ratio (5Y) | -0.3772 |
Historical Sortino (5Y) | -0.5806 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.19% |