Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SWHEX (SCHWAB HEDGED EQUITY FUND SELECT SHARES) | NA | 21.68% | 3.90% | 4.56% | 6.40% | 4.03% | NA | 5.86% |
Data as of 10/26/2021, AR inception is 09/03/2002
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SWHEX (SCHWAB HEDGED EQUITY FUND SELECT SHARES) | 09/03/2002 | 10/26/2021 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.03 | 21.68 | 3.90 | 4.56 | 6.40 | 4.03 | NA | 5.86 | 6.75 | -7.38 | 8.91 | -7.09 | 7.77 | 13.61 | -0.39 | 10.46 | 14.76 | 7.60 | 1.90 | 6.57 | 15.88 | -20.51 | -1.22 | 9.57 | 9.01 | 12.02 | 22.87 | -0.61 |
Sharpe Ratio | NA | 0.85 | 0.01 | 0.15 | 0.46 | NA | NA | 0.37 | 0.63 | -0.35 | 0.94 | -0.83 | 1.45 | 1.45 | -0.04 | 1.36 | 1.97 | 0.91 | 0.12 | 0.47 | 1.00 | -1.10 | -0.33 | 0.84 | 0.91 | 1.02 | 1.96 | -0.17 |
Standard Deviation(%) | NA | 12.85 | 15.32 | 12.70 | 11.04 | NA | NA | 12.19 | 13.20 | 21.44 | 7.96 | 10.20 | 4.96 | 9.22 | 10.17 | 7.68 | 7.47 | 8.35 | 15.79 | 13.73 | 15.84 | 19.43 | 12.77 | 7.47 | 7.50 | 10.84 | 11.32 | 16.81 |
Draw Down(%) | NA | 11.57 | 24.89 | 25.62 | 25.62 | NA | NA | 36.23 | 11.57 | 24.89 | 6.59 | 14.30 | 2.73 | 6.80 | 7.03 | 6.63 | 4.35 | 7.19 | 15.92 | 12.11 | 14.30 | 26.81 | 13.59 | 4.81 | 3.64 | 6.71 | 7.30 | 8.43 |
Yield(%) | 8.84 | 10.81 | 5.51 | 5.28 | 6.55 | 4.29 | 5.25 | 5.52 | 10.39 | 0.05 | 0.65 | 6.60 | 6.33 | 3.19 | 10.18 | 13.82 | 8.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.08 | 0.98 | 0.59 | 0.38 | 0.00 | 0.00 | 0.00 |
Data as of 10/26/2021, AR inception is 09/03/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SWHEX (SCHWAB HEDGED EQUITY FUND SELECT SHARES) |
-8.34%
Feb 2006 - Feb 2009 |
-1.77%
Sep 2006 - Sep 2011 |
3.46%
Feb 2006 - Feb 2016 |
3.22%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SWHEX (SCHWAB HEDGED EQUITY FUND SELECT SHARES) |
15.92%
Feb 2003 - Feb 2006 |
11.50%
Feb 2009 - Feb 2014 |
8.47%
Feb 2009 - Feb 2019 |
7.15%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart