Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SWDIX (Schwab Dividend Equity Investor) | NA | 19.70% | -6.67% | 0.17% | NA | NA | NA | 4.45% |
Data as of 12/04/2009, AR inception is 09/02/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWDIX (Schwab Dividend Equity Investor) | 09/02/2003 | 12/04/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19.70 | -6.67 | 0.17 | NA | NA | NA | 4.45 | 11.05 | -30.43 | 4.02 | 18.54 | 5.20 | 14.81 | 12.82 |
| Sharpe Ratio | NA | 0.79 | -0.30 | -0.08 | NA | NA | NA | 0.13 | 0.49 | -0.85 | 0.07 | 1.65 | 0.30 | 1.38 | 4.30 |
| Standard Deviation(%) | NA | 24.71 | 26.77 | 21.79 | NA | NA | NA | 19.78 | 24.09 | 36.76 | 14.88 | 9.30 | 9.94 | 10.03 | 9.98 |
| Draw Down(%) | NA | 25.95 | 50.10 | 50.10 | NA | NA | NA | 50.10 | 25.95 | 41.53 | 9.44 | 7.14 | 5.83 | 5.99 | 3.23 |
| Yield(%) | 0.00 | 2.38 | 2.47 | 2.80 | 2.07 | 1.38 | 1.03 | 3.45 | 1.58 | 1.78 | 2.13 | 4.09 | 3.38 | 2.52 | 1.04 |
Data as of 12/04/2009, AR inception is 09/02/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWDIX (Schwab Dividend Equity Investor) |
-12.23%
Feb 2006 - Feb 2009 |
-3.85%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWDIX (Schwab Dividend Equity Investor) |
14.83%
May 2004 - May 2007 |
2.98%
Oct 2003 - Oct 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart