Schwab Small Cap Index (SWSSX)
27.82
+0.32 (+1.16%)
USD |
Jul 01 2022
SWSSX Max Drawdown (5Y): 41.67% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 41.67% |
May 31, 2022 | 41.67% |
April 30, 2022 | 41.67% |
March 31, 2022 | 41.67% |
February 28, 2022 | 41.67% |
January 31, 2022 | 41.67% |
December 31, 2021 | 41.67% |
November 30, 2021 | 41.67% |
October 31, 2021 | 41.67% |
September 30, 2021 | 41.67% |
August 31, 2021 | 41.67% |
July 31, 2021 | 41.67% |
June 30, 2021 | 41.67% |
May 31, 2021 | 41.67% |
April 30, 2021 | 41.67% |
March 31, 2021 | 41.67% |
February 28, 2021 | 41.67% |
January 31, 2021 | 41.67% |
December 31, 2020 | 41.67% |
November 30, 2020 | 41.67% |
October 31, 2020 | 41.67% |
September 30, 2020 | 41.67% |
August 31, 2020 | 41.67% |
July 31, 2020 | 41.67% |
June 30, 2020 | 41.67% |
Date | Value |
---|---|
May 31, 2020 | 41.67% |
April 30, 2020 | 41.67% |
March 31, 2020 | 41.67% |
February 29, 2020 | 26.88% |
January 31, 2020 | 26.88% |
December 31, 2019 | 26.88% |
November 30, 2019 | 26.88% |
October 31, 2019 | 26.88% |
September 30, 2019 | 26.88% |
August 31, 2019 | 26.88% |
July 31, 2019 | 26.88% |
June 30, 2019 | 26.88% |
May 31, 2019 | 26.88% |
April 30, 2019 | 26.88% |
March 31, 2019 | 26.88% |
February 28, 2019 | 26.88% |
January 31, 2019 | 26.88% |
December 31, 2018 | 26.88% |
November 30, 2018 | 25.69% |
October 31, 2018 | 25.69% |
September 30, 2018 | 25.69% |
August 31, 2018 | 25.69% |
July 31, 2018 | 25.69% |
June 30, 2018 | 25.69% |
May 31, 2018 | 25.69% |
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
25.69%
Minimum
Jul 2017
41.67%
Maximum
Mar 2020
33.45%
Average
26.88%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.689 |
Beta (5Y) | 1.156 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.44% |
Historical Sharpe Ratio (5Y) | 0.2785 |
Historical Sortino (5Y) | 0.3104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |