Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| test_ Schwab Income Mutual Fund Select List Tactical Asset Allocation Moderate | NA | 5.10% | 1.72% | 4.27% | 6.74% | 9.88% | NA | 9.91% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_ Schwab Income Mutual Fund Select List Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.50 | 5.10 | 1.72 | 4.27 | 6.74 | 9.88 | NA | 9.91 | 9.97 | 3.93 | -5.43 | 2.28 | 10.09 | 11.98 | 2.91 | 14.33 | 29.30 | -5.40 | 16.90 | 19.25 | 10.17 | 15.66 | 20.03 | 5.69 | 4.13 |
| Sharpe Ratio | NA | 2.52 | 0.42 | 0.74 | 0.96 | NA | NA | 1.16 | 2.47 | 0.69 | -0.90 | 0.43 | 1.72 | 3.19 | 0.34 | 1.17 | 3.15 | -1.09 | 1.17 | 1.87 | 1.11 | 1.72 | 4.17 | 0.94 | 0.36 |
| Standard Deviation(%) | NA | 3.77 | 5.20 | 5.35 | 7.05 | NA | NA | 7.30 | 3.77 | 5.43 | 6.09 | 5.25 | 5.86 | 3.74 | 8.42 | 12.17 | 9.27 | 5.81 | 11.85 | 8.53 | 7.21 | 8.54 | 4.64 | 4.91 | 5.00 |
| Draw Down(%) | NA | 1.57 | 10.10 | 12.16 | 12.49 | NA | NA | 13.08 | 1.57 | 6.20 | 10.10 | 6.22 | 6.06 | 2.51 | 7.20 | 8.62 | 4.28 | 12.49 | 9.05 | 10.46 | 5.68 | 11.73 | 3.70 | 6.40 | 4.34 |
| Yield(%) | NA | 3.48 | 3.91 | 4.15 | 4.23 | NA | NA | 5.39 | 3.35 | 4.21 | 4.08 | 4.29 | 4.68 | 6.03 | 4.09 | 3.62 | 3.43 | 4.50 | 10.20 | 10.90 | 6.57 | 5.56 | 2.54 | 2.97 | 5.29 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| test_ Schwab Income Mutual Fund Select List Tactical Asset Allocation Moderate |
-0.29%
Jun 2014 - Jun 2017 |
3.53%
Apr 2011 - Apr 2016 |
6.41%
Oct 2007 - Oct 2017 |
9.56%
Feb 2002 - Feb 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_ Schwab Income Mutual Fund Select List Tactical Asset Allocation Moderate |
20.41%
Oct 2004 - Oct 2007 |
17.72%
Oct 2002 - Oct 2007 |
13.48%
Jul 2003 - Jul 2013 |
10.09%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart