Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab OneSource Annuity Tactical Asset Allocation Moderate | NA | 11.38% | 17.95% | 16.36% | 8.38% | 8.44% | 10.05% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab OneSource Annuity 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 (%) | -1.65 | 11.38 | 17.95 | 16.36 | 8.38 | 8.44 | 10.05 | … | … | 0.02 | 6.52 | 70.33 | -11.45 | 11.23 | 18.61 | 4.57 | -8.95 | 9.47 | 4.80 | -5.44 | 2.63 | 10.58 | 12.29 | 1.44 | 12.89 | 29.26 | -2.12 | 17.45 | 15.18 | 14.27 | 11.60 | 24.45 | 8.49 | 6.44 |
| Sharpe Ratio | NA | 0.15 | 0.42 | 0.52 | 0.34 | NA | NA | … | … | -0.01 | -0.01 | 1.22 | -0.91 | 0.86 | 1.85 | 0.57 | -1.25 | 1.54 | 0.73 | -0.93 | 0.43 | 1.41 | 2.09 | 0.16 | 1.05 | 2.93 | -0.52 | 1.19 | 1.29 | 1.78 | 1.26 | 4.92 | 1.48 | 0.97 |
| Standard Deviation(%) | NA | 9.07 | 32.74 | 26.37 | 19.18 | NA | NA | … | … | 2.63 | 9.09 | 54.30 | 14.03 | 13.07 | 9.92 | 5.59 | 8.20 | 5.73 | 6.26 | 5.88 | 6.13 | 7.48 | 5.86 | 9.01 | 12.19 | 9.96 | 5.86 | 12.18 | 9.22 | 6.80 | 8.49 | 4.83 | 4.99 | 4.28 |
| Draw Down(%) | NA | 6.12 | 19.77 | 19.77 | 19.77 | NA | NA | … | … | 0.18 | 6.12 | 7.22 | 19.77 | 9.78 | 10.96 | 3.08 | 14.92 | 3.37 | 6.71 | 8.69 | 6.72 | 6.53 | 4.58 | 8.93 | 8.60 | 5.20 | 6.51 | 9.37 | 13.14 | 4.94 | 11.54 | 1.90 | 6.70 | 2.86 |
| Yield(%) | NA | 5.23 | 9.79 | 7.82 | 5.92 | NA | NA | … | … | NA | 4.06 | 4.10 | 14.58 | 7.51 | 6.67 | 3.58 | 4.54 | 0.41 | 4.33 | 6.49 | 4.11 | 3.20 | 4.55 | 8.64 | 5.70 | 4.30 | 3.78 | 8.78 | 5.82 | 6.79 | 3.39 | 5.14 | 6.18 | 7.80 |
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 OneSource Annuity Tactical Asset Allocation Moderate |
-0.73%
Feb 2017 – Feb 2020 |
-0.65%
Mar 2015 – Mar 2020 |
2.94%
Apr 2010 – Apr 2020 |
5.22%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab OneSource Annuity Tactical Asset Allocation Moderate |
27.77%
Mar 2020 – Mar 2023 |
17.51%
Oct 2002 – Oct 2007 |
13.98%
Apr 2001 – Apr 2011 |
10.51%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart