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SWPEX: Schwab S&P 500 Index e.Sh (MUTUAL FUND)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/28/1996 |
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 | Since 10/28/1996 |
2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 6.2 | -6.8 | 0.7 | -0.5 | 4.7 | 16.4 | -36.7 | 5.4 | 15.6 | 4.8 | 10.6 | 28.3 | -22.3 | -12.1 | -9.3 | 20.7 | 28.1 | 32.7 | 6.6 |
Sharpe Ratio | NA | 0.15 | -0.28 | -0.05 | -0.11 | -0.04 | 0.73 | -0.92 | 0.15 | 1.24 | 0.26 | 0.87 | 1.62 | -0.9 | -0.68 | -0.6 | 0.88 | 1.22 | -1.24 | 3.47 |
Draw Down(%) | NA | 31.7 | 55.1 | 55.1 | 55.1 | 55.1 | 27.1 | 47.4 | 9.8 | 7.5 | 7.0 | 7.5 | 13.8 | 33.1 | 29.2 | 16.6 | 11.9 | 19.2 | 10.7 | 4.7 |
Standard Deviation(%) | NA | 39.6 | 29.8 | 24.2 | 22.5 | 21.5 | 29.0 | 40.7 | 15.9 | 10.0 | 10.3 | 11.1 | 17.0 | 25.9 | 21.6 | 22.2 | 19.8 | 20.4 | 18.1 | 11.8 |
Treynor Ratio | NA | 0.06 | -0.09 | -0.01 | -0.02 | -0.01 | 0.22 | -0.38 | 0.02 | 0.12 | 0.03 | 0.1 | 0.28 | -0.23 | -0.15 | -0.13 | 0.17 | 0.25 | -0.23 | 0.41 |
Alpha | NA | -0.08 | -0.05 | -0.04 | -0.04 | -0.01 | -0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.98 | 0.99 | 0.99 | 1.0 | 0.99 | 0.96 | 0.99 | 0.99 | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.02 | 1.0 | 0.99 | 1.0 |
RSquared | NA | 0.98 | 0.99 | 0.98 | 0.99 | 0.98 | 0.96 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.85 | 0.99 | 1.0 | 1.0 |
Yield(%) | N/A | 2.7 | 1.9 | 2.2 | 1.5 | N/A | 0.0 | 1.9 | 1.9 | 1.9 | 1.8 | 1.8 | 1.6 | 1.2 | 1.0 | 0.9 | 1.5 | 1.1 | 1.2 | 0.9 |
Dividend Growth(%) | N/A | 0.0 | 40.7 | 68.2 | N/A | N/A | -100.0 | 0.0 | 13.5 | 12.1 | 6.5 | 40.9 | 4.8 | 10.5 | -5.0 | -28.6 | 75.0 | 14.3 | 40.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/28/1996
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