Schwab ® US Large-Cap Value Index (SWLVX)
50.45
+0.36 (+0.72%)
USD |
Feb 02 2023
SWLVX Max Drawdown (5Y): 38.34% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 38.34% |
| December 31, 2022 | 38.34% |
| November 30, 2022 | 38.34% |
| October 31, 2022 | 38.34% |
| September 30, 2022 | 38.34% |
| August 31, 2022 | 38.34% |
| July 31, 2022 | 38.34% |
| Date | Value |
|---|---|
| June 30, 2022 | 38.34% |
| May 31, 2022 | 38.34% |
| April 30, 2022 | 38.34% |
| March 31, 2022 | 38.34% |
| February 28, 2022 | 38.34% |
| January 31, 2022 | 38.34% |
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
38.34%
Minimum
Jan 2022
38.34%
Maximum
Jan 2022
38.34%
Average
38.34%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.365 |
| Beta (5Y) | 0.9611 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1375 |
| Beta (vs YCharts Benchmark) (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.48% |
| Historical Sharpe Ratio (5Y) | 0.3864 |
| Historical Sortino (5Y) | 0.3977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |