Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Select Annuity Strategic Asset Allocation – Optimal Moderate | NA | 6.75% | 5.64% | 7.48% | 5.75% | 8.73% | NA | … | … |
Data as of 09/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Select Annuity Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | 6.75 | 5.64 | 7.48 | 5.75 | 8.73 | NA | … | … | 9.50 | 6.51 | 1.75 | 7.79 | 13.88 | 14.30 | 0.50 | 16.40 | 26.82 | -26.25 | 8.38 | 12.34 | 8.11 | 11.24 | 27.48 | -0.38 | 11.21 |
| Sharpe Ratio | NA | 2.07 | 0.74 | 1.14 | 0.49 | NA | NA | … | … | 2.03 | 0.76 | 0.21 | 1.32 | 2.12 | 1.95 | 0.03 | 1.40 | 1.47 | -1.23 | 0.56 | 1.14 | 0.88 | 1.19 | 3.76 | -0.15 | 1.03 |
| Standard Deviation(%) | NA | 4.36 | 7.18 | 6.81 | 12.10 | NA | NA | … | … | 4.36 | 8.28 | 8.20 | 5.88 | 6.51 | 7.32 | 14.80 | 11.62 | 18.21 | 22.09 | 9.63 | 7.92 | 6.75 | 8.64 | 7.12 | 9.93 | 8.61 |
| Draw Down(%) | NA | 2.39 | 9.07 | 9.07 | 38.38 | NA | NA | … | … | 2.39 | 6.49 | 6.96 | 5.37 | 5.68 | 5.99 | 14.31 | 8.41 | 17.47 | 37.18 | 6.17 | 8.97 | 4.46 | 8.56 | 4.37 | 17.01 | 10.10 |
| Yield(%) | NA | 6.28 | 5.35 | 5.16 | 4.74 | NA | NA | … | … | 6.14 | 1.66 | 8.28 | 5.22 | 4.43 | 2.69 | 5.18 | 4.18 | 3.03 | 6.37 | 6.22 | 5.90 | 5.94 | 3.44 | 4.65 | 3.05 | 4.61 |
Data as of 09/29/2017, 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 Select Annuity Strategic Asset Allocation – Optimal Moderate |
-8.68%
Feb 2006 – Feb 2009 |
-1.61%
Feb 2004 – Feb 2009 |
5.61%
Oct 2007 – Oct 2017 |
7.51%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Select Annuity Strategic Asset Allocation – Optimal Moderate |
21.59%
Feb 2009 – Feb 2012 |
17.28%
Feb 2009 – Feb 2014 |
9.43%
Mar 2003 – Mar 2013 |
8.73%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart