Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| schwab Tactical Asset Allocation Moderate | NA | 18.48% | -2.67% | 1.46% | 2.87% | 4.81% | 4.38% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| schwab Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.56 | 18.48 | -2.67 | 1.46 | 2.87 | 4.81 | 4.38 | … | … | -0.37 | 7.08 | 7.22 | -22.62 | 16.57 | 3.47 | 14.01 | -4.36 | 14.44 | 3.13 | -6.73 | 10.42 | 9.76 | 10.36 | 3.55 | 5.01 | 14.20 | -14.53 | -2.27 | 13.28 | 7.50 | 16.64 | 25.07 | 3.83 | -3.10 |
| Sharpe Ratio | NA | 0.05 | -0.56 | -0.09 | 0.07 | NA | NA | … | … | -0.08 | 0.06 | 0.34 | -1.14 | 1.83 | 0.29 | 2.42 | -0.58 | 2.45 | 0.41 | -0.76 | 1.57 | 1.25 | 1.49 | 0.23 | 0.38 | 1.25 | -0.78 | -0.41 | 1.05 | 0.61 | 1.40 | 2.64 | 0.29 | -0.44 |
| Standard Deviation(%) | NA | 7.52 | 13.89 | 12.55 | 10.35 | NA | NA | … | … | 5.55 | 7.59 | 8.66 | 21.12 | 9.06 | 11.22 | 5.20 | 9.84 | 5.63 | 7.12 | 8.91 | 6.61 | 7.76 | 6.93 | 15.55 | 12.91 | 11.27 | 19.79 | 12.95 | 9.51 | 8.77 | 11.21 | 9.23 | 9.51 | 12.39 |
| Draw Down(%) | NA | 5.02 | 25.88 | 26.87 | 26.87 | NA | NA | … | … | 0.62 | 5.02 | 8.57 | 26.87 | 3.78 | 14.26 | 2.18 | 11.99 | 1.76 | 4.78 | 12.96 | 5.69 | 6.59 | 4.85 | 11.57 | 11.42 | 6.28 | 23.65 | 10.60 | 8.26 | 5.65 | 6.62 | 4.30 | 9.50 | 17.75 |
| Yield(%) | NA | 3.48 | 2.55 | 2.64 | 2.31 | NA | NA | … | … | NA | 0.97 | 3.55 | 1.50 | 2.56 | 2.01 | 2.52 | 2.08 | 2.02 | 2.16 | 1.86 | 1.88 | 2.10 | 2.38 | 1.49 | 0.84 | 0.93 | 0.88 | 2.18 | 2.10 | 1.82 | 2.14 | 1.78 | 1.30 | 1.54 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| schwab Tactical Asset Allocation Moderate |
-4.74%
Apr 2006 – Apr 2009 |
-0.23%
Sep 2018 – Sep 2023 |
2.02%
Oct 2013 – Oct 2023 |
2.50%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| schwab Tactical Asset Allocation Moderate |
19.65%
Apr 2003 – Apr 2006 |
13.32%
Jan 2002 – Jan 2007 |
8.01%
Apr 2003 – Apr 2013 |
7.17%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart