Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Commission Free ETFs With DBC Tactical Asset Allocation Moderate | NA | 51.15% | 7.60% | 11.33% | 5.69% | NA | NA | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Commission Free ETFs With DBC Tactical Asset Allocation Moderate | 12/31/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.53 | 51.15 | 7.60 | 11.33 | 5.69 | NA | NA | … | … | -0.02 | 43.49 | 0.33 | -17.28 | 18.09 | 16.57 | 6.96 | -8.21 | 5.48 | 3.79 | -5.22 | 2.63 | 12.96 | 7.60 | -0.23 | 3.53 | 0.00 |
| Sharpe Ratio | NA | 1.07 | 0.10 | 0.40 | 0.24 | NA | NA | … | … | -0.04 | 1.04 | -0.44 | -0.96 | 1.78 | 1.86 | 1.23 | -1.10 | 0.88 | 0.48 | -0.83 | 0.40 | 1.76 | 1.45 | -0.03 | 0.30 | NA |
| Standard Deviation(%) | NA | 35.31 | 23.86 | 19.41 | 14.51 | NA | NA | … | … | 1.71 | 35.32 | 8.81 | 19.45 | 10.14 | 8.77 | 4.51 | 8.63 | 5.48 | 7.53 | 6.33 | 6.59 | 7.36 | 5.22 | 9.27 | 11.50 | NA |
| Draw Down(%) | NA | 4.72 | 26.52 | 26.52 | 26.52 | NA | NA | … | … | 0.24 | 4.72 | 6.83 | 25.92 | 4.95 | 6.65 | 2.22 | 14.59 | 2.99 | 7.31 | 9.35 | 7.12 | 6.66 | 4.71 | 9.54 | 9.11 | 0.00 |
| Yield(%) | NA | 3.83 | 3.13 | 2.72 | 1.96 | NA | NA | … | … | NA | 0.31 | 3.78 | 2.86 | 2.55 | 1.94 | 2.76 | 1.20 | 0.16 | 1.79 | 1.19 | 1.44 | 1.46 | 1.99 | 1.04 | 0.73 | 0.00 |
Data as of 10/31/2024, Common starting date is 12/31/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Commission Free ETFs With DBC Tactical Asset Allocation Moderate |
-4.56%
Jul 2021 – Jul 2024 |
-0.74%
Aug 2014 – Aug 2019 |
1.46%
Aug 2014 – Aug 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Commission Free ETFs With DBC Tactical Asset Allocation Moderate |
13.98%
Feb 2019 – Feb 2022 |
11.47%
Nov 2019 – Nov 2024 |
5.75%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart