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SWINX: Schwab International Index Inv (MUTUAL FUND)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/28/1993 |
Last Dividend Date: | 12/10/2008 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 10/14/2009)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/28/1993 |
2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 10.6 | -5.4 | 4.8 | 1.2 | 4.4 | 4.7 | 20.1 | -41.9 | 13.1 | 24.8 | 12.7 | 18.2 | 36.2 | -15.6 | -22.7 | -17.6 | 33.6 | 15.9 | 7.3 | 9.1 | 14.2 | 3.8 | 1.1 |
Sharpe Ratio | NA | 0.24 | -0.22 | 0.11 | -0.03 | NA | -0.02 | 0.83 | -0.99 | 0.57 | 1.57 | 1.01 | 1.36 | 2.38 | -0.78 | -1.4 | -1.46 | 2.3 | 0.64 | -3.23 | 0.76 | 0.96 | 0.09 | 0.29 |
Draw Down(%) | NA | 33.9 | 60.8 | 60.8 | 60.8 | NA | 60.8 | 29.9 | 53.8 | 11.9 | 14.4 | 6.9 | 9.0 | 16.3 | 27.0 | 33.9 | 20.4 | 9.1 | 24.9 | 13.4 | 5.2 | 5.5 | 8.2 | 7.9 |
Standard Deviation(%) | NA | 43.8 | 32.0 | 26.2 | 22.3 | NA | 19.0 | 31.3 | 43.0 | 17.7 | 13.7 | 10.4 | 12.7 | 14.9 | 21.5 | 18.2 | 14.8 | 13.2 | 19.7 | 14.8 | 7.3 | 10.8 | 9.6 | 14.1 |
Treynor Ratio | NA | 0.1 | -0.07 | 0.03 | -0.01 | NA | -0.01 | 0.27 | -0.44 | 0.1 | 0.2 | 0.17 | 0.29 | 0.75 | -0.39 | -0.54 | -0.9 | 1.58 | 0.28 | -2.31 | 0.3 | 1.72 | 0.04 | 0.07 |
Alpha | NA | -0.08 | -0.05 | -0.03 | -0.03 | NA | -0.01 | -0.01 | -0.03 | 0.03 | 0.03 | 0.03 | 0.04 | 0.08 | -0.02 | -0.08 | -0.08 | 0.09 | 0.01 | -0.16 | 0.01 | 0.03 | 0.01 | 0.02 |
Beta | NA | 1.02 | 0.98 | 0.97 | 0.74 | NA | 0.63 | 0.95 | 0.97 | 1.0 | 1.06 | 0.62 | 0.6 | 0.47 | 0.43 | 0.47 | 0.24 | 0.19 | 0.45 | 0.21 | 0.19 | 0.06 | 0.21 | 0.59 |
RSquared | NA | 0.87 | 0.83 | 0.8 | 0.55 | NA | 0.43 | 0.82 | 0.85 | 0.81 | 0.6 | 0.37 | 0.27 | 0.29 | 0.27 | 0.31 | 0.13 | 0.07 | 0.22 | 0.06 | 0.09 | 0.0 | 0.05 | 0.09 |
Yield(%) | N/A | 4.0 | 2.8 | 3.3 | 2.0 | 2.5 | N/A | 0.0 | 2.6 | 2.4 | 3.4 | 2.2 | 2.0 | 2.3 | 1.8 | 0.9 | 1.2 | 1.0 | 1.0 | 1.2 | 1.5 | 1.3 | 1.2 | 0.6 |
Dividend Growth(%) | N/A | 19.6 | 100.0 | 134.7 | N/A | N/A | N/A | -100.0 | 19.6 | -17.7 | 77.1 | 25.0 | 16.7 | 9.1 | 57.1 | -44.0 | 56.2 | 23.1 | -13.3 | -11.8 | 30.8 | 8.3 | 100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/28/1993
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