Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ISLCX (Schwab Instl Select S&P 500) | NA | 4.52% | -7.38% | 0.44% | -0.60% | NA | NA | -0.24% |
Data as of 10/14/2009, AR inception is 03/04/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISLCX (Schwab Instl Select S&P 500) | 03/04/1999 | 10/14/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.52 | -7.38 | 0.44 | -0.60 | NA | NA | -0.24 | 14.63 | -36.83 | 5.48 | 15.80 | 4.87 | 10.71 | 28.48 | -22.12 | -12.05 | -9.22 | 18.99 |
| Sharpe Ratio | NA | 0.11 | -0.30 | -0.06 | -0.11 | NA | NA | -0.10 | 0.65 | -0.93 | 0.15 | 1.25 | 0.26 | 0.88 | 1.63 | -0.89 | -0.68 | -0.60 | 1.14 |
| Standard Deviation(%) | NA | 39.60 | 29.78 | 24.21 | 22.54 | NA | NA | 21.91 | 28.96 | 40.66 | 15.96 | 10.04 | 10.23 | 11.06 | 17.04 | 26.01 | 21.58 | 22.24 | 17.47 |
| Draw Down(%) | NA | 31.77 | 55.11 | 55.11 | 55.11 | NA | NA | 55.11 | 27.07 | 47.54 | 9.83 | 7.44 | 6.97 | 7.40 | 13.76 | 32.97 | 29.14 | 16.58 | 11.85 |
| Yield(%) | 0.00 | 2.59 | 1.79 | 1.99 | 1.43 | 0.99 | 0.74 | 1.48 | 0.00 | 1.82 | 1.87 | 1.70 | 1.43 | 1.71 | 1.68 | 1.34 | 1.14 | 0.98 | 1.11 |
Data as of 10/14/2009, AR inception is 03/04/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISLCX (Schwab Instl Select S&P 500) |
-16.20%
Mar 2000 - Mar 2003 |
-6.61%
Feb 2004 - Feb 2009 |
-2.55%
Apr 1999 - Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISLCX (Schwab Instl Select S&P 500) |
17.14%
Mar 2003 - Mar 2006 |
15.35%
Sep 2002 - Sep 2007 |
-0.59%
Sep 1999 - Sep 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart