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SWOIX: LAUDUS INTERNATIONAL MARKETMASTERS FUND INVESTOR SHARES (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Growth |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/27/1996 |
Last Dividend Date: | 12/18/2018 |
12-Mo. Yield | 0.00% |
Expenses | 1.41% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/11/1998 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -0.6 | 3.7 | 6.0 | 7.2 | 7.5 | 7.9 | 11.6 | -19.3 | 33.4 | -0.4 | 1.4 | -6.2 | 22.7 | 23.2 | -13.7 | 21.5 | 48.4 | -47.4 | 16.4 | 24.5 | 19.3 | 19.3 | 44.0 | -18.2 | -14.0 | -15.3 | 72.4 | 12.7 | 3.8 | 1.1 |
Sharpe Ratio | NA | -0.96 | 0.52 | 0.15 | 0.7 | NA | NA | 0.23 | 6.26 | -1.43 | 4.37 | -0.03 | 0.1 | -0.57 | 1.91 | 1.43 | -0.53 | 1.04 | 1.69 | -1.24 | 0.72 | 1.6 | 1.89 | 1.52 | 3.37 | -1.18 | -0.99 | -0.77 | 3.18 | 0.55 | -4.76 | 358.07 |
Draw Down(%) | NA | 23.9 | 27.4 | 27.4 | 27.4 | NA | NA | 61.8 | 2.6 | 27.4 | 2.2 | 13.8 | 14.7 | 14.2 | 9.8 | 14.1 | 25.8 | 15.7 | 23.5 | 56.6 | 13.7 | 16.2 | 6.4 | 11.3 | 16.3 | 29.4 | 28.1 | 30.5 | 11.0 | 27.7 | 10.9 | 0.0 |
Standard Deviation(%) | NA | 14.0 | 13.0 | 13.3 | 17.1 | NA | NA | 18.7 | 12.5 | 14.4 | 7.5 | 17.2 | 14.4 | 10.8 | 11.8 | 16.3 | 26.0 | 20.7 | 28.5 | 38.9 | 18.7 | 13.3 | 9.1 | 12.1 | 12.9 | 16.3 | 16.7 | 25.1 | 21.8 | 17.1 | 10.8 | 0.8 |
Treynor Ratio | NA | -0.19 | 0.08 | 0.02 | 0.14 | NA | NA | 0.06 | 1.2 | -0.28 | 0.46 | -0.01 | 0.02 | -0.07 | 0.26 | 0.27 | -0.15 | 0.23 | 0.5 | -0.56 | 0.14 | 0.25 | 0.22 | 0.22 | 0.49 | -0.41 | -1.45 | -0.91 | 2.7 | 0.12 | -0.74 | 4.83 |
Alpha | NA | -0.03 | -0.01 | -0.01 | 0.0 | NA | NA | 0.01 | 0.06 | -0.05 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | 0.02 | -0.01 | 0.02 | 0.02 | -0.06 | 0.0 | 0.01 | 0.03 | 0.01 | 0.04 | -0.04 | -0.05 | -0.06 | 0.19 | 0.0 | -0.06 | 0.28 |
Beta | NA | 0.72 | 0.8 | 0.82 | 0.89 | NA | NA | 0.78 | 0.65 | 0.73 | 0.72 | 0.94 | 0.86 | 0.83 | 0.86 | 0.88 | 0.9 | 0.94 | 0.97 | 0.87 | 0.94 | 0.85 | 0.77 | 0.83 | 0.88 | 0.47 | 0.11 | 0.21 | 0.26 | 0.76 | 0.69 | 0.63 |
RSquared | NA | 0.88 | 0.86 | 0.89 | 0.93 | NA | NA | 0.69 | 0.8 | 0.9 | 0.75 | 0.92 | 0.93 | 0.92 | 0.95 | 0.85 | 0.96 | 0.97 | 0.98 | 0.98 | 0.96 | 0.91 | 0.78 | 0.79 | 0.89 | 0.41 | 0.02 | 0.02 | 0.03 | 0.75 | 0.83 | 1.0 |
Yield(%) | N/A | 7.4 | 5.5 | 4.2 | 7.0 | 5.6 | 6.8 | N/A | 0.0 | 7.5 | 5.6 | 0.7 | 6.7 | 1.4 | 1.6 | 2.5 | 0.8 | 1.3 | 1.6 | 2.4 | 10.3 | 9.5 | 1.1 | 0.2 | 0.4 | 0.0 | 5.4 | 8.8 | 20.4 | 1.3 | 3.4 | 1.7 |
Dividend Growth(%) | N/A | 69.5 | 57.8 | 293.8 | -30.4 | N/A | N/A | N/A | -100.0 | 69.5 | 686.7 | -89.8 | 359.4 | 0.0 | -25.6 | 186.7 | -31.8 | 22.2 | -64.7 | -76.1 | 21.7 | 993.8 | 700.0 | -50.0 | N/A | -100.0 | -52.9 | -33.5 | 1692.3 | -61.8 | 100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/11/1998
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