SCHM vs SPY 1 Year Daily ReturnsSCHM has a beta of 0.89. In the past year, SCHM has been less volatile than the S&P500.

SCHM Historical BetaSince 2024-08-09, the beta for SCHM changed by -0.14 and had an average of 0.87.

SCHM Sharpe RatioSCHM has a 1 year sharpe of 0.13 which is -0.21 compared to the S&P500.

SCHM Daily P/L Normal DistributionSCHM has a P/L mean of -0.19% and a std dev of 4.38%. A daily 1σ move is between $NaN and $NaN.

SCHM 1 Year DrawdownSCHM had a max drawdown of 72.47% in the previous year.

SCHM Yearly Drawdown DurationSCHM has an average drawdown duration of 14.8 days every year.