Schwab Dividend Equity Fund (SWDSX)
16.58
-0.02
(-0.12%)
USD |
May 23 2025
SWDSX Max Drawdown (5Y): 26.72% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
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
| Davenport Value and Income Fund | 25.48% |
| Schwab US Large-Cap Value Index Fund | 24.58% |
| SA US Value Fund | 29.00% |
| Lord Abbett Affiliated Fund F | 24.88% |
| Payden Equity Income Fund SI | 18.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3943 |
| Beta (5Y) | 0.7708 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3943 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7708 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.68% |
| Historical Sharpe Ratio (5Y) | 0.8171 |
| Historical Sortino (5Y) | 1.410 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.08% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:SWDSX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:SWDSX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |