Charles Schwab Corp/The
Provider: Exchange
| Annualised Return | 10.77% |
| Realised Volatility | 30.85% |
| Downside Volatility | 20.96% |
| Max Drawdown | -54.72% |
| Winning months | 55.36% |
| Sharpe Ratio | 0.35 |
| Sortino Ratio | 0.51 |
| Calmar Ratio | 0.2 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 11.77% | -3.54% | -1.57% | 3.99% | 8.87% | 3.28% | 7.11% | -1.3% | 31.19% | ||||
| 2024 | -8.55% | 6.56% | 8.33% | 2.23% | -0.58% | 0.56% | -11.53% | 0.26% | -0.45% | 9.29% | 17.24% | -10.57% | 9.17% |
| 2023 | -7.01% | 0.96% | -32.78% | -0.27% | 1.39% | 7.57% | 16.62% | -10.17% | -7.19% | -5.21% | 18.37% | 12.2% | -15.97% |
| 2022 | 4.28% | -3.49% | -0.18% | -21.33% | 6.01% | -9.87% | 9.29% | 3.08% | 1.3% | 10.85% | 3.89% | 0.87% | 0.11% |
| 2021 | -2.83% | 20.14% | 5.61% | 8.01% | 5.17% | -1.41% | -6.67% | 7.47% | -0.01% | 12.62% | -5.45% | 8.67% | 60.23% |
| 2020 | -4.23% | -10.2% | -17.5% | 12.2% | -4.3% | -6.04% | -1.75% | 7.75% | 1.97% | 13.47% | 19.12% | 8.73% | 13.57% |
| 2019 | 12.62% | -1.26% | -7.06% | 7.06% | -8.75% | -3.41% | 7.54% | -11.05% | 9.3% | -2.68% | 22.07% | -3.92% | 16.38% |
| 2018 | 3.83% | -0.41% | -1.51% | 6.63% | 0.06% | -8.13% | -0.08% | -0.27% | -3.23% | -5.92% | -2.85% | -7.3% | -18.43% |
| 2017 | 4.48% | -1.81% | 0.99% | -4.8% | -0.06% | 10.86% | -0.14% | -6.82% | 9.62% | 2.51% | 9.01% | 5.29% | 31.15% |
| 2016 | -22.47% | -1.63% | 11.86% | 1.39% | 7.91% | -17.23% | 12.29% | 10.95% | 0.35% | 0.41% | 22.22% | 2.1% | 21.01% |
| 2015 | -13.95% | 13.18% | 3.75% | 0.2% | 3.97% | 3.16% | 6.83% | -12.75% | -5.99% | 6.86% | 10.66% | -2.31% | 9.92% |
| 2014 | -4.54% | 7.08% | 3.09% | -2.85% | -4.83% | 6.82% | 3.04% | 2.96% | 3.09% | -2.45% | -1.01% | 6.6% | 17.18% |
| 2013 | 15.11% | -1.4% | 8.93% | -4.13% | 17.5% | 6.9% | 4.05% | -5.22% | 1.25% | 7.14% | 8.36% | 6.21% | 83.3% |
| 2012 | 3.46% | 19.72% | 3.53% | -0.63% | -12.35% | 3.77% | -2.32% | 7.3% | -5.23% | 6.22% | -3.12% | 9.62% | 29.88% |
| 2011 | 5.49% | 5.43% | -4.96% | 1.55% | -1.31% | -8.66% | -9.24% | -16.88% | -8.75% | 8.96% | -2.14% | -5.85% | -33.13% |
| 2010 | -2.82% | 0.45% | 2.08% | 3.21% | -15.02% | -13.22% | 4.3% | -13.38% | 8.93% | 10.86% | -2.09% | 13.84% | -7.77% |
| 2009 | -15.96% | -6.05% | 21.95% | 19.23% | -4.45% | -0.34% | 1.88% | 1.39% | 6.04% | -9.45% | 6.07% | 2.67% | 18.07% |
| 2008 | -12.72% | -11.85% | -3.98% | 14.71% | 2.91% | -7.39% | 11.44% | 5.08% | 8.38% | -26.46% | -3.78% | -11.78% | -36.02% |
| 2007 | -3.49% | -2.07% | -1.03% | 4.54% | 17.83% | -8.68% | 3.14% | -1.64% | 9.09% | 7.59% | 4.83% | 5.1% | 38.03% |