Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWMSX (LAUDUS SMALL-CAP MARKETMASTERS FUND SELECT SHARES) | NA | -10.23% | 8.39% | 3.07% | 12.79% | NA | NA | … | … |
Data as of 03/11/2019, Common starting date is 06/16/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWMSX (LAUDUS SMALL-CAP MARKETMASTERS FUND SELECT SHARES) | 06/16/2004 | 03/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.23 | 8.39 | 3.07 | 12.79 | NA | NA | … | … | 10.43 | -16.26 | 12.08 | 18.70 | -5.20 | 2.47 | 32.37 | 15.70 | -7.75 | 23.54 | 28.69 | -35.95 | 3.54 | 14.85 | -5.36 | 13.97 |
| Sharpe Ratio | NA | -0.66 | 0.49 | 0.16 | 0.63 | NA | NA | … | … | 5.71 | -0.97 | 0.97 | 0.99 | -0.32 | 0.16 | 2.39 | 0.94 | -0.25 | 1.03 | 0.92 | -0.95 | 0.03 | 0.70 | -0.43 | 1.60 |
| Standard Deviation(%) | NA | 17.23 | 15.47 | 16.11 | 19.84 | NA | NA | … | … | 12.01 | 18.05 | 11.86 | 18.54 | 16.32 | 15.50 | 13.54 | 16.77 | 31.15 | 22.77 | 30.99 | 38.67 | 17.24 | 16.52 | 17.39 | 16.08 |
| Draw Down(%) | NA | 28.33 | 28.33 | 28.33 | 29.56 | NA | NA | … | … | 1.90 | 28.33 | 6.47 | 15.52 | 16.97 | 13.57 | 5.58 | 12.25 | 29.56 | 18.74 | 26.67 | 47.80 | 12.09 | 18.24 | 12.82 | 13.32 |
| Yield(%) | 0.00 | 9.41 | 9.62 | 6.41 | 9.18 | 4.76 | 3.57 | … | … | 0.94 | 8.89 | 12.85 | 1.49 | 5.87 | 2.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.11 | 2.64 | 16.79 | 0.00 | 0.00 |
Data as of 03/11/2019, Common starting date is 06/16/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWMSX (LAUDUS SMALL-CAP MARKETMASTERS FUND SELECT SHARES) |
-16.16%
Feb 2006 – Feb 2009 |
-2.32%
Aug 2005 – Aug 2010 |
3.55%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWMSX (LAUDUS SMALL-CAP MARKETMASTERS FUND SELECT SHARES) |
25.12%
Feb 2009 – Feb 2012 |
22.48%
Feb 2009 – Feb 2014 |
12.41%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart