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 Strategic Asset Allocation - Equal Weight Moderate | NA | -0.37% | 2.23% | 4.02% | 4.59% | 5.36% | NA | 6.87% |
Data as of 10/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_Schwab OneSource Select List Funds Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.80 | -0.37 | 2.23 | 4.02 | 4.59 | 5.36 | NA | 6.87 | 0.86 | 7.41 | 14.00 | -6.56 | 15.04 | 2.59 | 6.68 | 0.51 | 5.58 | 12.85 | -1.47 | 16.25 | 24.31 | -25.10 | 9.45 | 14.11 | 11.31 | 15.01 | 20.44 | 1.70 | 7.54 |
| Sharpe Ratio | NA | 0.50 | 0.23 | 0.70 | 0.59 | NA | NA | 0.68 | 0.11 | 0.42 | 2.44 | -1.04 | 3.74 | 0.30 | 0.53 | 0.10 | 1.07 | 2.68 | -0.15 | 1.78 | 1.72 | -1.49 | 0.86 | 1.70 | 2.06 | 2.66 | 4.18 | 0.12 | 0.95 |
| Standard Deviation(%) | NA | 17.19 | 11.25 | 9.45 | 8.86 | NA | NA | 8.93 | 7.86 | 17.12 | 5.16 | 7.54 | 3.85 | 7.85 | 12.66 | 4.75 | 5.20 | 4.78 | 9.80 | 9.07 | 14.10 | 17.46 | 7.54 | 6.37 | 4.44 | 5.29 | 4.72 | 5.00 | 5.50 |
| Draw Down(%) | NA | 21.61 | 21.85 | 21.85 | 21.85 | NA | NA | 36.39 | 1.69 | 21.85 | 2.67 | 11.98 | 1.84 | 7.29 | 6.18 | 5.31 | 7.72 | 4.23 | 12.07 | 7.99 | 13.47 | 33.47 | 6.36 | 7.88 | 3.77 | 6.04 | 4.99 | 10.10 | 6.46 |
| Yield(%) | NA | 2.35 | 3.79 | 4.14 | 4.42 | NA | NA | 4.57 | 0.00 | 2.34 | 4.38 | 5.00 | 5.31 | 3.97 | 6.44 | 3.44 | 3.50 | 5.43 | 4.90 | 5.10 | 3.04 | 6.29 | 6.60 | 7.83 | 4.58 | 4.52 | 2.39 | 2.27 | 4.15 |
Data as of 10/30/2020, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.34%
Feb 2006 - Feb 2009 |
0.99%
Feb 2004 - Feb 2009 |
4.15%
Mar 2010 - Mar 2020 |
4.73%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_Schwab OneSource Select List Funds Strategic Asset Allocation - Equal Weight Moderate |
18.50%
Feb 2009 - Feb 2012 |
15.16%
Oct 2002 - Oct 2007 |
9.28%
Mar 2003 - Mar 2013 |
8.08%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart