Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
Schwab OneSource Select List Funds Rebuild Strategic Asset Allocation - Equal Weight Moderate | NA | 7.07% | 6.78% | 5.85% | 3.51% | 6.52% | NA | 6.24% |
Data as of 10/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
Schwab OneSource Select List Funds Rebuild Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/18/2018 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.18 | 7.07 | 6.78 | 5.85 | 3.51 | 6.52 | NA | 6.24 | 1.21 | 6.91 | 4.56 | 8.73 | 2.69 | 3.14 | 8.20 | -7.59 | 13.18 | 23.26 | -20.02 | 10.80 | 14.43 | 11.10 | 8.81 | 14.48 | -1.18 | 4.58 |
Sharpe Ratio | NA | 1.65 | 0.65 | 0.58 | 0.39 | NA | NA | 0.59 | 0.53 | 1.56 | 0.58 | 0.57 | 0.52 | 0.55 | 1.66 | -0.68 | 1.54 | 1.75 | -1.46 | 1.05 | 1.75 | 2.15 | 1.55 | 3.00 | -0.42 | 0.33 |
Standard Deviation(%) | NA | 3.99 | 10.01 | 8.49 | 9.81 | NA | NA | 8.39 | 2.19 | 4.02 | 7.48 | 15.20 | 5.16 | 5.61 | 4.91 | 11.17 | 8.51 | 13.22 | 14.30 | 7.39 | 6.38 | 4.15 | 5.08 | 4.59 | 5.41 | 6.84 |
Draw Down(%) | NA | 2.84 | 9.96 | 9.96 | 32.95 | NA | NA | 32.95 | 0.10 | 2.84 | 6.71 | 6.54 | 4.82 | 8.15 | 4.23 | 14.51 | 7.42 | 13.74 | 31.71 | 6.15 | 7.48 | 3.57 | 5.50 | 4.24 | 10.12 | 10.32 |
Yield(%) | NA | 0.63 | 3.28 | 4.03 | 4.03 | NA | NA | 4.35 | 0.00 | 0.63 | 3.36 | 5.75 | 4.19 | 6.17 | 2.14 | 1.74 | 5.12 | 5.55 | 5.34 | 6.50 | 6.50 | 7.40 | 3.58 | 2.50 | 4.14 | 3.35 |
Data as of 10/31/2017, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Schwab OneSource Select List Funds Rebuild Strategic Asset Allocation - Equal Weight Moderate |
-4.12%
Feb 2006 - Feb 2009 |
1.22%
Oct 2007 - Oct 2012 |
3.51%
Oct 2007 - Oct 2017 |
5.31%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
Schwab OneSource Select List Funds Rebuild Strategic Asset Allocation - Equal Weight Moderate |
14.58%
Oct 2004 - Oct 2007 |
12.81%
Oct 2002 - Oct 2007 |
7.62%
Apr 2001 - Apr 2011 |
6.54%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart