SWSSX Max Drawdown (5Y) Insights

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Max Drawdown (5Y) Chart

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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Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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Schwab Fundamental US Small Company Index Fund	25.90%
Rydex Russell 2000 Fund H	33.15%
MoA Small Cap Equity Index Fund	27.96%
State Street Small/Mid Cap Equity Index Portfolio	35.18%
MoA Mid Cap Equity Index Fund	24.08%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-8.006
Beta (5Y)	1.106
Alpha (vs YCharts Benchmark) (5Y)	0.0568
Beta (vs YCharts Benchmark) (5Y)	1.001
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	21.18%
Historical Sharpe Ratio (5Y)	0.344
Historical Sortino (5Y)	0.649
Monthly Value at Risk (VaR) 5% (5Y Lookback)	9.11%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:SWSSX", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:SWSSX", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

Schwab Small-Cap Index Fund (SWSSX)

SWSSX Max Drawdown (5Y): 31.91% for June 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes