Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Schwab Core Asset Allocation Composite Moderate | NA | 16.74% | 2.58% | 6.08% | 6.16% | 8.09% | 7.73% | 8.89% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Core Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | 1.04 | 16.74 | 2.58 | 6.08 | 6.16 | 8.09 | 7.73 | 8.89 | NA | 7.78 | 10.78 | -14.61 | 17.40 | 6.99 | 20.39 | -4.60 | 14.04 | 7.45 | -1.79 | 8.35 | 13.85 | 18.17 | 1.13 | 16.32 | 25.64 | -12.56 | 2.71 | 16.23 | 5.39 | 10.72 | 33.92 | 1.70 | 8.79 |
| Sharpe Ratio | NA | 0.46 | -0.03 | 0.45 | 0.53 | NA | NA | 0.83 | 0.32 | 0.15 | 0.94 | -1.50 | 2.16 | 0.65 | 3.09 | -0.71 | 3.06 | 1.10 | -0.24 | 1.21 | 1.73 | 2.26 | 0.07 | 1.44 | 2.23 | -1.40 | -0.02 | 1.83 | 0.49 | 1.27 | 4.69 | 0.13 | 1.37 |
| Standard Deviation(%) | NA | 7.78 | 8.41 | 8.85 | 7.93 | NA | NA | 8.61 | 7.64 | 7.93 | 6.98 | 10.63 | 8.04 | 10.43 | 6.14 | 8.35 | 4.39 | 6.61 | 7.56 | 6.91 | 7.96 | 8.03 | 15.72 | 11.23 | 11.47 | 9.67 | 11.48 | 7.10 | 6.61 | 7.69 | 7.08 | 4.71 | 4.74 |
| Draw Down(%) | NA | 5.51 | 14.35 | 18.21 | 19.61 | NA | NA | 25.99 | 1.78 | 4.80 | 8.87 | 18.21 | 3.85 | 19.61 | 2.63 | 10.19 | 1.78 | 4.98 | 8.40 | 5.29 | 7.98 | 6.06 | 14.16 | 9.62 | 11.04 | 14.58 | 7.91 | 4.71 | 4.99 | 6.77 | 4.32 | 8.04 | 2.80 |
| Yield(%) | NA | 4.42 | 3.53 | 3.60 | 3.49 | NA | NA | 4.28 | NA | 1.28 | 4.75 | 2.24 | 4.12 | 2.47 | 3.43 | 3.50 | 3.49 | 3.22 | 3.13 | 4.04 | 3.84 | 4.55 | 4.43 | 4.41 | 6.20 | 4.70 | 3.92 | 3.90 | 3.48 | 3.82 | 4.50 | 6.98 | 8.02 |
Data as of 11/29/2024, 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 Core Asset Allocation Composite Moderate |
-2.30%
Feb 2006 - Feb 2009 |
1.86%
Feb 2004 - Feb 2009 |
4.84%
Oct 2013 - Oct 2023 |
6.68%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Core Asset Allocation Composite Moderate |
19.32%
Feb 2009 - Feb 2012 |
16.95%
Feb 2009 - Feb 2014 |
11.20%
Jan 2003 - Jan 2013 |
10.18%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart