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 Including iShares Tactical Asset Allocation Moderate | NA | 14.44% | 4.67% | 7.50% | 4.55% | 5.97% | 8.02% | … | … |
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 Including iShares 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 (%) | -1.55 | 14.44 | 4.67 | 7.50 | 4.55 | 5.97 | 8.02 | … | … | 0.74 | 6.47 | 10.96 | -6.23 | 15.38 | 9.14 | 12.08 | -11.88 | 7.09 | 7.60 | -4.94 | 2.04 | 11.39 | 13.11 | 1.62 | 15.85 | 8.16 | 13.48 | 18.49 | 17.14 | 10.08 | 13.00 | 27.38 | -6.25 | 10.44 |
| Sharpe Ratio | NA | 0.19 | 0.04 | 0.37 | 0.25 | NA | NA | … | … | 0.05 | -0.01 | 0.88 | -0.67 | 1.51 | 0.55 | 1.85 | -1.34 | 1.10 | 0.86 | -0.56 | 0.26 | 1.29 | 1.77 | 0.13 | 1.16 | 0.61 | 1.80 | 1.11 | 1.16 | 0.85 | 1.14 | 3.78 | -0.69 | 0.82 |
| Standard Deviation(%) | NA | 10.44 | 9.98 | 11.51 | 9.90 | NA | NA | … | … | 12.77 | 10.48 | 7.65 | 11.41 | 10.18 | 16.10 | 5.78 | 9.84 | 5.85 | 8.63 | 8.79 | 7.95 | 8.83 | 7.39 | 12.17 | 13.62 | 13.27 | 6.99 | 13.91 | 11.92 | 9.30 | 10.57 | 7.05 | 10.62 | 9.91 |
| Draw Down(%) | NA | 7.78 | 15.27 | 23.63 | 23.97 | NA | NA | … | … | 1.11 | 7.78 | 5.87 | 15.27 | 5.49 | 23.63 | 3.11 | 19.23 | 3.54 | 8.05 | 10.80 | 6.36 | 9.85 | 4.45 | 9.17 | 9.04 | 8.96 | 5.25 | 9.36 | 12.70 | 6.01 | 14.46 | 2.29 | 19.92 | 7.36 |
| Yield(%) | NA | 1.96 | 2.21 | 2.11 | 1.88 | NA | NA | … | … | NA | 1.31 | 1.71 | 2.51 | 2.59 | 1.55 | 1.98 | 1.44 | 1.55 | 1.40 | 1.77 | 2.43 | 1.48 | 3.69 | 2.53 | 2.74 | 3.30 | 3.10 | 3.13 | 3.29 | 3.59 | 2.53 | 2.82 | 3.46 | 2.48 |
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 Including iShares Tactical Asset Allocation Moderate |
-2.09%
Mar 2017 – Mar 2020 |
-0.99%
Mar 2015 – Mar 2020 |
3.26%
Oct 2010 – Oct 2020 |
5.51%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Commission Efficient ETFs Including iShares Tactical Asset Allocation Moderate |
18.93%
Apr 2003 – Apr 2006 |
18.23%
Mar 2003 – Mar 2008 |
14.29%
Apr 2003 – Apr 2013 |
10.83%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart