Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Commission Efficient ETFs Tactical Asset Allocation Moderate | NA | 15.36% | 4.77% | 7.49% | 4.45% | 6.13% | 7.30% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Commission Efficient ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.50 | 15.36 | 4.77 | 7.49 | 4.45 | 6.13 | 7.30 | … | … | 0.49 | 5.40 | 11.37 | -6.64 | 15.45 | 8.70 | 12.14 | -12.09 | 6.78 | 7.78 | -5.56 | 2.09 | 11.81 | 13.56 | 1.45 | 17.65 | 13.31 | 13.44 | 7.67 | 15.99 | 2.36 | 13.60 | 20.96 | -12.75 | 6.22 |
| Sharpe Ratio | NA | 0.05 | -0.01 | 0.34 | 0.23 | NA | NA | … | … | 0.05 | -0.11 | 0.95 | -0.70 | 1.52 | 0.53 | 1.86 | -1.37 | 1.07 | 0.89 | -0.64 | 0.26 | 1.33 | 1.79 | 0.12 | 1.34 | 1.04 | 1.79 | 0.55 | 1.37 | 0.02 | 1.30 | 2.74 | -1.02 | 0.25 |
| Standard Deviation(%) | NA | 10.39 | 9.93 | 11.48 | 9.85 | NA | NA | … | … | 9.19 | 10.49 | 7.52 | 11.42 | 10.15 | 16.09 | 5.77 | 9.79 | 5.75 | 8.54 | 8.74 | 8.07 | 8.85 | 7.54 | 12.21 | 13.08 | 12.77 | 6.99 | 8.52 | 9.27 | 8.94 | 9.72 | 7.39 | 13.52 | 15.38 |
| Draw Down(%) | NA | 7.88 | 15.37 | 23.63 | 24.04 | NA | NA | … | … | 0.71 | 7.88 | 5.66 | 15.37 | 5.52 | 23.63 | 3.11 | 19.35 | 3.53 | 7.83 | 10.79 | 6.45 | 9.85 | 4.53 | 9.19 | 8.41 | 7.49 | 5.25 | 6.54 | 6.16 | 6.61 | 11.66 | 2.59 | 25.61 | 21.18 |
| Yield(%) | NA | 2.00 | 2.25 | 2.16 | 1.92 | NA | NA | … | … | NA | 1.31 | 1.79 | 2.56 | 2.60 | 1.67 | 1.98 | 1.41 | 1.80 | 1.39 | 1.77 | 2.28 | 1.33 | 3.74 | 2.50 | 2.85 | 3.49 | 3.10 | 2.85 | 3.43 | 3.43 | 3.16 | 2.99 | 2.03 | 1.60 |
Data as of 10/31/2024, 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 Commission Efficient ETFs Tactical Asset Allocation Moderate |
-2.24%
Mar 2017 – Mar 2020 |
-1.14%
Mar 2015 – Mar 2020 |
3.20%
Apr 2013 – Apr 2023 |
5.65%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Commission Efficient ETFs Tactical Asset Allocation Moderate |
16.02%
Apr 2008 – Apr 2011 |
14.41%
Oct 2005 – Oct 2010 |
12.51%
Apr 2003 – Apr 2013 |
9.62%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart