Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab OneSource Select List Funds Rebuild Tactical Asset Allocation Moderate | NA | 8.98% | 4.59% | 6.43% | 6.41% | 10.04% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab OneSource Select List Funds Rebuild Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.27 | 8.98 | 4.59 | 6.43 | 6.41 | 10.04 | NA | … | … | 2.92 | 7.80 | 6.77 | -2.54 | 4.97 | 11.97 | 13.58 | -6.19 | 15.31 | 29.08 | -9.67 | 21.07 | 20.99 | 13.54 | 10.57 | 17.96 | 4.53 | 4.46 |
| Sharpe Ratio | NA | 2.08 | 0.60 | 0.88 | 0.77 | NA | NA | … | … | 0.66 | 1.53 | 1.01 | -0.36 | 0.79 | 1.66 | 2.08 | -0.52 | 1.10 | 3.08 | -1.14 | 1.45 | 1.99 | 1.69 | 1.27 | 3.58 | 0.82 | 0.45 |
| Standard Deviation(%) | NA | 4.74 | 6.18 | 6.42 | 8.70 | NA | NA | … | … | 4.35 | 4.68 | 6.51 | 7.13 | 6.27 | 7.19 | 6.49 | 12.05 | 13.81 | 9.41 | 9.33 | 12.42 | 8.90 | 6.72 | 7.58 | 4.83 | 4.19 | 4.74 |
| Draw Down(%) | NA | 3.48 | 10.49 | 10.49 | 20.01 | NA | NA | … | … | 0.27 | 3.48 | 6.66 | 10.49 | 5.89 | 7.52 | 6.45 | 14.91 | 9.97 | 4.78 | 20.01 | 10.00 | 9.59 | 5.55 | 8.42 | 2.07 | 6.04 | 4.06 |
| Yield(%) | NA | 0.72 | 2.69 | 4.28 | 4.61 | NA | NA | … | … | 0.00 | 0.72 | 3.48 | 3.93 | 7.23 | 6.22 | 5.48 | 6.40 | 3.64 | 5.88 | 3.53 | 7.64 | 10.38 | 7.19 | 3.44 | 2.69 | 4.06 | 5.93 |
Data as of 10/31/2017, 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 Select List Funds Rebuild Tactical Asset Allocation Moderate |
2.39%
Jun 2014 – Jun 2017 |
3.06%
Apr 2011 – Apr 2016 |
6.41%
Oct 2007 – Oct 2017 |
9.31%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab OneSource Select List Funds Rebuild Tactical Asset Allocation Moderate |
21.59%
Oct 2004 – Oct 2007 |
18.05%
Feb 2003 – Feb 2008 |
13.02%
Apr 2001 – Apr 2011 |
10.04%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart