Schwab Target 2040 Index Fund (SWYGX)
18.26
+0.07
(+0.38%)
USD |
May 29 2025
SWYGX Max Drawdown (5Y): 24.07% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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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
| Schwab Target 2040 Fund | 25.95% |
| MoA Clear Passage 2040 Fund | 22.49% |
| Schwab Target 2030 Index Fund | 22.03% |
| Schwab Target 2035 Index Fund | 23.19% |
| Nuveen Lifecycle 2040 Fund Premier | 24.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.631 |
| Beta (5Y) | 0.8080 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.631 |
| Beta (vs YCharts Benchmark) (5Y) | 0.808 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.36% |
| Historical Sharpe Ratio (5Y) | 0.6328 |
| Historical Sortino (5Y) | 0.9492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.57% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:SWYGX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:SWYGX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |