Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab-VA-Clone Tactical Asset Allocation Moderate | NA | 24.06% | 6.64% | 6.98% | 5.49% | 6.34% | 7.52% | … | … |
Data as of 03/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab-VA-Clone Tactical Asset Allocation Moderate | 12/31/2000 | 06/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.14 | 24.06 | 6.64 | 6.98 | 5.49 | 6.34 | 7.52 | … | … | 6.76 | 14.74 | 6.59 | -5.46 | 11.63 | 7.98 | -3.93 | 2.14 | 9.29 | 12.35 | 0.49 | 9.57 | 14.92 | -7.61 | 14.94 | 15.33 | 9.31 | 8.88 | 17.84 | 7.05 | 6.15 |
| Sharpe Ratio | NA | 2.29 | 0.68 | 0.69 | 0.68 | NA | NA | … | … | 0.57 | 1.19 | 1.07 | -0.82 | 1.85 | 1.17 | -0.60 | 0.32 | 1.18 | 2.08 | 0.05 | 0.71 | 1.26 | -1.52 | 0.85 | 1.14 | 0.81 | 0.77 | 2.65 | 1.10 | 0.51 |
| Standard Deviation(%) | NA | 10.79 | 9.35 | 8.71 | 7.88 | NA | NA | … | … | 11.84 | 12.22 | 4.85 | 8.29 | 5.94 | 6.67 | 6.65 | 6.70 | 7.84 | 5.92 | 9.52 | 13.41 | 11.76 | 5.60 | 14.05 | 10.59 | 8.82 | 10.36 | 6.47 | 5.39 | 7.47 |
| Draw Down(%) | NA | 5.49 | 12.53 | 13.73 | 13.73 | NA | NA | … | … | 5.49 | 12.53 | 2.63 | 11.67 | 2.40 | 3.84 | 8.14 | 6.76 | 8.03 | 4.56 | 7.79 | 9.43 | 5.95 | 9.13 | 8.90 | 12.40 | 6.05 | 13.54 | 2.76 | 5.76 | 8.68 |
| Yield(%) | NA | 1.57 | 1.63 | 1.55 | 2.01 | NA | NA | … | … | 0.53 | 1.08 | 2.18 | 1.66 | 0.42 | 3.57 | 1.69 | 2.56 | 1.59 | 3.95 | 2.17 | 2.46 | 3.07 | 2.96 | 3.02 | 2.19 | 2.17 | 0.84 | 1.23 | 1.80 | 2.53 |
Data as of 03/31/2021, 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-VA-Clone Tactical Asset Allocation Moderate |
1.19%
Mar 2017 – Mar 2020 |
1.74%
May 2014 – May 2019 |
3.98%
Apr 2010 – Apr 2020 |
5.93%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab-VA-Clone Tactical Asset Allocation Moderate |
17.61%
Oct 2004 – Oct 2007 |
14.35%
Oct 2002 – Oct 2007 |
9.87%
Apr 2003 – Apr 2013 |
8.23%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart