Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| test_Schwab OneSource Select List Funds Tactical Asset Allocation Moderate | NA | 25.03% | 20.46% | 13.67% | 8.84% | 8.47% | 9.67% | 9.95% |
Data as of 10/29/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_Schwab OneSource Select List Funds Tactical Asset Allocation Moderate | 12/31/2000 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 25.03 | 20.46 | 13.67 | 8.84 | 8.47 | 9.67 | 9.95 | -1.49 | 15.66 | 19.60 | 20.90 | 6.60 | 9.41 | 5.69 | -5.93 | -0.07 | 11.70 | 9.41 | -2.98 | 14.17 | 21.18 | -13.14 | 20.01 | 21.75 | 11.22 | 17.59 | 17.97 | 6.01 | 3.51 |
| Sharpe Ratio | NA | 1.22 | 1.90 | 1.57 | 1.08 | NA | NA | 1.03 | -0.28 | 1.61 | 2.10 | 2.23 | 0.62 | 1.80 | 0.87 | -0.94 | -0.01 | 1.77 | 1.94 | -0.30 | 1.15 | 2.34 | -1.39 | 1.40 | 2.10 | 1.28 | 1.99 | 3.37 | 1.02 | 0.24 |
| Standard Deviation(%) | NA | 9.68 | 9.23 | 8.38 | 7.78 | NA | NA | 8.35 | 5.34 | 9.73 | 9.20 | 8.73 | 8.47 | 4.86 | 6.28 | 6.37 | 10.34 | 6.60 | 4.81 | 10.10 | 12.30 | 9.02 | 10.08 | 12.16 | 8.82 | 7.10 | 8.39 | 5.13 | 4.81 | 5.04 |
| Draw Down(%) | NA | 5.40 | 5.40 | 6.61 | 13.02 | NA | NA | 24.16 | 1.49 | 5.40 | 4.36 | 1.22 | 6.61 | 2.39 | 6.52 | 11.25 | 10.04 | 6.98 | 4.10 | 12.94 | 8.25 | 4.91 | 24.16 | 11.60 | 9.62 | 6.09 | 11.44 | 5.72 | 5.59 | 4.40 |
| Yield(%) | NA | 5.71 | 13.53 | 9.38 | 7.17 | NA | NA | 5.95 | 0.00 | 5.81 | 13.73 | 21.19 | 6.22 | 0.14 | 2.84 | 3.86 | 9.74 | 2.38 | 6.02 | 5.73 | 3.27 | 3.78 | 4.38 | 8.35 | 7.80 | 4.07 | 5.01 | 2.98 | 2.81 | 4.86 |
Data as of 10/29/2021, 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 |
|---|---|---|---|---|
| test_Schwab OneSource Select List Funds Tactical Asset Allocation Moderate |
-0.24%
Feb 2014 - Feb 2017 |
1.11%
Apr 2011 - Apr 2016 |
3.78%
Jun 2008 - Jun 2018 |
7.60%
Feb 2004 - Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_Schwab OneSource Select List Funds Tactical Asset Allocation Moderate |
21.59%
Oct 2004 - Oct 2007 |
18.85%
Jun 2003 - Jun 2008 |
12.25%
Apr 2001 - Apr 2011 |
9.01%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart