Charles Schwab Corp (SCHW)
78.78
+0.74
(+0.95%)
USD |
NYSE |
May 17, 16:00
78.78
0.00 (0.00%)
Pre-Market: 20:00
Charles Schwab Max Drawdown (5Y): 51.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.08% |
March 31, 2024 | 51.08% |
February 29, 2024 | 51.08% |
January 31, 2024 | 51.08% |
December 31, 2023 | 51.08% |
November 30, 2023 | 51.08% |
October 31, 2023 | 51.08% |
September 30, 2023 | 51.08% |
August 31, 2023 | 51.08% |
July 31, 2023 | 51.08% |
June 30, 2023 | 51.08% |
May 31, 2023 | 51.08% |
April 30, 2023 | 51.08% |
March 31, 2023 | 51.08% |
February 28, 2023 | 51.08% |
January 31, 2023 | 51.08% |
December 31, 2022 | 51.08% |
November 30, 2022 | 51.08% |
October 31, 2022 | 51.08% |
September 30, 2022 | 51.08% |
August 31, 2022 | 51.08% |
July 31, 2022 | 51.08% |
June 30, 2022 | 51.08% |
May 31, 2022 | 51.08% |
April 30, 2022 | 51.08% |
Date | Value |
---|---|
March 31, 2022 | 51.08% |
February 28, 2022 | 51.08% |
January 31, 2022 | 51.08% |
December 31, 2021 | 51.08% |
November 30, 2021 | 51.08% |
October 31, 2021 | 51.08% |
September 30, 2021 | 51.08% |
August 31, 2021 | 51.08% |
July 31, 2021 | 51.08% |
June 30, 2021 | 51.08% |
May 31, 2021 | 51.08% |
April 30, 2021 | 51.08% |
March 31, 2021 | 51.08% |
February 28, 2021 | 51.08% |
January 31, 2021 | 51.08% |
December 31, 2020 | 51.08% |
November 30, 2020 | 51.08% |
October 31, 2020 | 51.08% |
September 30, 2020 | 51.08% |
August 31, 2020 | 51.08% |
July 31, 2020 | 51.08% |
June 30, 2020 | 51.08% |
May 31, 2020 | 51.08% |
April 30, 2020 | 51.08% |
March 31, 2020 | 51.08% |
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
36.98%
Minimum
May 2019
51.08%
Maximum
Mar 2020
49.04%
Average
51.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Morgan Stanley | 51.33% |
BlackRock Inc | 43.88% |
Citigroup Inc | 56.50% |
The Goldman Sachs Group Inc | 48.75% |
Interactive Brokers Group Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.335 |
Beta (5Y) | 0.9842 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.26% |
Historical Sharpe Ratio (5Y) | 0.2518 |
Historical Sortino (5Y) | 0.3378 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.53% |