Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Select Annuity Tactical Asset Allocation Moderate | NA | 7.45% | 6.03% | 8.66% | 9.76% | 11.90% | NA | … | … |
Data as of 02/28/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Select Annuity Tactical Asset Allocation Moderate | 12/31/2000 | 05/04/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 7.45 | 6.03 | 8.66 | 9.76 | 11.90 | NA | … | … | 1.22 | 7.91 | 12.44 | -0.22 | 3.83 | 20.93 | 8.82 | 1.54 | 23.56 | 21.22 | 0.51 | 12.66 | 14.90 | 8.44 | 13.23 | 37.53 | 8.36 | 6.65 |
| Sharpe Ratio | NA | 0.83 | 0.61 | 0.89 | 0.93 | NA | NA | … | … | 0.08 | 1.18 | 1.25 | -0.03 | 0.49 | 2.38 | 1.00 | 0.09 | 1.88 | 1.98 | -0.07 | 0.99 | 1.51 | 0.90 | 1.37 | 4.55 | 1.28 | 0.58 |
| Standard Deviation(%) | NA | 7.68 | 8.86 | 8.59 | 10.13 | NA | NA | … | … | 11.08 | 6.17 | 9.78 | 8.87 | 7.78 | 8.77 | 8.79 | 16.28 | 12.51 | 10.67 | 6.09 | 9.74 | 7.72 | 6.97 | 9.00 | 8.10 | 5.69 | 7.47 |
| Draw Down(%) | NA | 6.23 | 10.67 | 11.14 | 14.28 | NA | NA | … | … | 6.23 | 3.27 | 6.83 | 8.43 | 4.98 | 4.30 | 7.03 | 14.28 | 9.59 | 5.65 | 6.72 | 7.13 | 9.06 | 5.49 | 9.36 | 3.29 | 2.88 | 7.39 |
| Yield(%) | NA | 4.39 | 4.86 | 5.94 | 5.65 | NA | NA | … | … | 0.28 | 4.54 | 2.64 | 7.68 | 7.88 | 7.37 | 3.61 | 5.53 | 5.97 | 5.39 | 8.41 | 6.12 | 4.44 | 6.70 | 4.89 | 4.15 | 4.90 | 7.76 |
Data as of 02/28/2018, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Select Annuity Tactical Asset Allocation Moderate |
4.07%
Oct 2013 – Oct 2016 |
5.18%
Feb 2011 – Feb 2016 |
9.34%
Oct 2007 – Oct 2017 |
11.28%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Select Annuity Tactical Asset Allocation Moderate |
19.71%
Jan 2003 – Jan 2006 |
17.41%
Oct 2002 – Oct 2007 |
15.40%
Apr 2001 – Apr 2011 |
12.21%
Mar 2002 – Mar 2017 |
Annualized Rolling Returns Comparison Chart