Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SWOSX (LAUDUS SMALL-CAP MARKETMASTERS FUND INVESTOR SHARES) | NA | -10.36% | 8.21% | 2.91% | 12.61% | 5.69% | 5.51% | 5.34% |
Data as of 03/11/2019, AR inception is 12/29/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWOSX (LAUDUS SMALL-CAP MARKETMASTERS FUND INVESTOR SHARES) | 12/29/1997 | 03/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.36 | 8.21 | 2.91 | 12.61 | 5.69 | 5.51 | 5.34 | 10.39 | -16.37 | 11.88 | 18.52 | -5.34 | 2.34 | 32.18 | 15.48 | -7.91 | 23.38 | 28.41 | -35.96 | 3.33 | 14.58 | 2.68 | 15.35 | 58.68 | -26.58 | -0.98 | -18.95 | 34.29 | -2.29 | 2.44 |
| Sharpe Ratio | NA | -0.67 | 0.48 | 0.15 | 0.62 | NA | NA | 0.19 | 5.66 | -0.98 | 0.95 | 0.99 | -0.33 | 0.15 | 2.38 | 0.93 | -0.26 | 1.02 | 0.92 | -0.95 | 0.02 | 0.69 | 0.03 | 0.86 | 3.16 | -1.14 | -0.15 | -0.75 | 2.19 | -0.33 | 333.59 |
| Standard Deviation(%) | NA | 17.28 | 15.49 | 16.10 | 19.82 | NA | NA | 21.41 | 12.06 | 18.09 | 11.87 | 18.51 | 16.26 | 15.49 | 13.53 | 16.76 | 31.11 | 22.75 | 30.88 | 38.63 | 17.31 | 16.52 | 15.65 | 16.84 | 18.34 | 24.19 | 22.81 | 30.47 | 14.21 | 17.09 | 5.95 |
| Draw Down(%) | NA | 28.39 | 28.39 | 28.39 | 29.63 | NA | NA | 57.91 | 1.88 | 28.39 | 6.50 | 15.50 | 17.00 | 13.63 | 5.60 | 12.27 | 29.63 | 18.76 | 26.75 | 47.82 | 12.18 | 18.37 | 12.84 | 15.76 | 14.92 | 40.30 | 26.67 | 31.50 | 9.13 | 33.77 | 0.00 |
| Yield(%) | 0.00 | 9.87 | 9.85 | 6.50 | 9.23 | 5.28 | 5.05 | 4.90 | 1.29 | 9.10 | 13.10 | 1.36 | 5.96 | 2.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 2.66 | 16.84 | 8.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.83 |
Data as of 03/11/2019, AR inception is 12/29/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWOSX (LAUDUS SMALL-CAP MARKETMASTERS FUND INVESTOR SHARES) |
-19.75%
Feb 2000 - Feb 2003 |
-7.54%
Mar 1998 - Mar 2003 |
-0.49%
Feb 1999 - Feb 2009 |
3.48%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWOSX (LAUDUS SMALL-CAP MARKETMASTERS FUND INVESTOR SHARES) |
30.74%
Mar 2003 - Mar 2006 |
22.30%
Feb 2009 - Feb 2014 |
12.24%
Feb 2009 - Feb 2019 |
10.12%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart