Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Schwab Income Mutual Fund Select List Asset Allocation Composite Moderate | NA | 7.25% | 8.53% | 7.53% | 8.12% | 8.14% | 9.50% | 9.09% |
Data as of 02/28/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Income Mutual Fund Select List Asset Allocation Composite Moderate | 12/31/2000 | 05/20/2022 |
| 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 (%) | 0.25 | 7.25 | 8.53 | 7.53 | 8.12 | 8.14 | 9.50 | 9.09 | -11.43 | 16.11 | 3.93 | 17.18 | -3.15 | 13.29 | 5.14 | 1.25 | 9.18 | 13.33 | 17.49 | 2.17 | 16.08 | 20.91 | -0.54 | 0.43 | 13.84 | 6.21 | 12.78 | 27.48 | 9.79 | -0.81 |
| Sharpe Ratio | NA | -0.64 | 0.67 | 0.70 | 1.07 | NA | NA | 1.03 | -1.16 | 2.34 | 0.49 | 3.02 | -0.59 | 3.40 | 0.85 | 0.17 | 1.54 | 1.84 | 2.43 | 0.16 | 1.69 | 3.07 | -0.24 | -0.25 | 1.77 | 0.64 | 1.82 | 4.23 | 2.51 | -0.32 |
| Standard Deviation(%) | NA | 7.94 | 7.35 | 6.89 | 6.70 | NA | NA | 7.45 | 9.97 | 6.87 | 7.54 | 5.22 | 7.54 | 3.72 | 5.79 | 7.16 | 5.96 | 7.21 | 7.17 | 13.42 | 9.48 | 6.77 | 6.18 | 10.25 | 5.96 | 6.28 | 6.51 | 6.33 | 3.47 | 9.64 |
| Draw Down(%) | NA | 11.70 | 13.54 | 13.54 | 13.54 | NA | NA | 13.54 | 11.70 | 3.59 | 13.54 | 1.69 | 8.83 | 1.07 | 4.04 | 7.52 | 4.26 | 7.34 | 5.35 | 13.01 | 7.96 | 3.16 | 6.34 | 7.47 | 3.94 | 4.51 | 7.58 | 4.55 | 3.16 | 6.41 |
| Yield(%) | NA | 3.77 | 4.95 | 4.94 | 5.22 | NA | NA | 5.78 | 0.54 | 4.82 | 3.33 | 7.23 | 5.11 | 5.02 | 6.02 | 4.62 | 5.77 | 7.04 | 4.69 | 3.61 | 4.97 | 5.55 | 4.42 | 8.33 | 6.90 | 6.79 | 5.23 | 8.27 | 4.78 | 8.32 |
Data as of 02/28/2022, 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 Income Mutual Fund Select List Asset Allocation Composite Moderate |
3.07%
Oct 2017 - Oct 2020 |
3.98%
Mar 2015 - Mar 2020 |
6.95%
Oct 2010 - Oct 2020 |
7.70%
Apr 2007 - Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Income Mutual Fund Select List Asset Allocation Composite Moderate |
16.62%
Jan 2003 - Jan 2006 |
14.37%
Jun 2009 - Jun 2014 |
11.85%
Jan 2003 - Jan 2013 |
10.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart