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SWHEX: SCHWAB HEDGED EQUITY FUND SELECT SHARES (MUTUAL FUND)
Basic Info
Asset Class: | Long/Short Equity |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/03/2002 |
Last Dividend Date: | 10/20/2021 |
12-Mo. Yield | 0.05% |
Expenses | 1.91% |
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Performance Analytics (As of 10/26/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 09/03/2002 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -8.8 | 10.9 | 0.7 | 2.6 | 5.4 | 4.0 | 5.8 | 6.7 | -7.4 | 8.9 | -7.1 | 7.8 | 13.6 | -0.4 | 10.5 | 14.8 | 7.6 | 1.9 | 6.6 | 15.9 | -20.5 | -1.2 | 9.6 | 9.0 | 12.0 | 22.9 | -0.6 |
Sharpe Ratio | NA | 0.85 | 0.01 | 0.15 | 0.46 | NA | 0.37 | 0.63 | -0.35 | 0.94 | -0.83 | 1.45 | 1.45 | -0.04 | 1.36 | 1.97 | 0.91 | 0.12 | 0.47 | 1.0 | -1.1 | -0.33 | 0.84 | 0.91 | 1.02 | 1.96 | -0.17 |
Draw Down(%) | NA | 11.6 | 24.9 | 25.6 | 25.6 | NA | 36.2 | 11.6 | 24.9 | 6.6 | 14.3 | 2.7 | 6.8 | 7.0 | 6.6 | 4.3 | 7.2 | 15.9 | 12.1 | 14.3 | 26.8 | 13.6 | 4.8 | 3.6 | 6.7 | 7.3 | 8.4 |
Standard Deviation(%) | NA | 12.9 | 15.3 | 12.7 | 11.0 | NA | 12.2 | 13.2 | 21.4 | 8.0 | 10.2 | 5.0 | 9.2 | 10.2 | 7.7 | 7.5 | 8.3 | 15.8 | 13.7 | 15.8 | 19.4 | 12.8 | 7.5 | 7.5 | 10.8 | 11.3 | 16.8 |
Treynor Ratio | NA | 0.21 | 0.0 | 0.03 | 0.08 | NA | 0.08 | 0.16 | -0.13 | 0.13 | -0.15 | 0.12 | 0.21 | -0.01 | 0.17 | 0.23 | 0.13 | 0.03 | 0.09 | 0.29 | -0.48 | -0.07 | 0.1 | 0.12 | 0.13 | 0.35 | -0.05 |
Alpha | NA | -0.02 | -0.05 | -0.03 | -0.02 | NA | -0.01 | -0.02 | -0.08 | -0.03 | -0.02 | -0.02 | 0.02 | -0.01 | 0.01 | -0.02 | -0.01 | 0.0 | -0.02 | 0.01 | -0.02 | -0.02 | 0.0 | 0.02 | 0.01 | 0.02 | -0.02 |
Beta | NA | 0.52 | 0.59 | 0.58 | 0.59 | NA | 0.57 | 0.51 | 0.59 | 0.6 | 0.56 | 0.59 | 0.63 | 0.61 | 0.62 | 0.63 | 0.58 | 0.65 | 0.73 | 0.54 | 0.45 | 0.6 | 0.6 | 0.59 | 0.82 | 0.63 | 0.57 |
RSquared | NA | 0.31 | 0.79 | 0.79 | 0.81 | NA | 0.8 | 0.25 | 0.92 | 0.87 | 0.89 | 0.62 | 0.8 | 0.86 | 0.84 | 0.88 | 0.78 | 0.93 | 0.94 | 0.86 | 0.88 | 0.57 | 0.66 | 0.66 | 0.72 | 0.89 | 0.86 |
Yield(%) | N/A | 10.8 | 5.5 | 5.3 | 6.5 | 4.3 | N/A | 10.4 | 0.1 | 0.7 | 6.6 | 6.3 | 3.2 | 10.2 | 13.8 | 8.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 1.0 | 0.6 | 0.4 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | 1440.0 | -16.1 | -23.4 | N/A | N/A | N/A | 15200.0 | -90.0 | -91.2 | 4.6 | 125.0 | -72.4 | -28.7 | 66.0 | N/A | N/A | N/A | N/A | -100.0 | -93.8 | 77.8 | 80.0 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/03/2002
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