Schwab Target 2040 Fund (SWERX)

19.36 +0.01 (+0.05%) USD  |  Dec 16 2024
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SWERX Max Drawdown (5Y): 29.83% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Schwab Target 2040 Index Fund 28.74%
Schwab Target 2030 Fund 24.97%
Nuveen Lifecycle 2040 Fund Premier 30.11%
Nuveen Lifecycle Index 2040 Fund Premier 28.82%
MoA Clear Passage 2040 Fund 31.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.824
Beta (5Y) 0.8439
Alpha (vs YCharts Benchmark) (5Y) -4.824
Beta (vs YCharts Benchmark) (5Y) 0.8439
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.45%
Historical Sharpe Ratio (5Y) 0.3919
Historical Sortino (5Y) 0.4179
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.14%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:SWERX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:SWERX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.