Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Commission Efficient ETFs Strategic Asset Allocation – Optimal Moderate | NA | 104.19% | 18.44% | 16.09% | 10.10% | 9.48% | 7.70% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Commission Efficient ETFs Strategic Asset Allocation – Optimal 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 (%) | -1.45 | 104.19 | 18.44 | 16.09 | 10.10 | 9.48 | 7.70 | … | … | -0.01 | 83.42 | 9.32 | -18.67 | 6.97 | 16.21 | 18.74 | -7.71 | 9.52 | 8.41 | -1.98 | 4.58 | 7.45 | 10.83 | 1.47 | 13.08 | 13.61 | -22.01 | 5.86 | 11.56 | 6.92 | 11.78 | 20.75 | -6.90 | 2.34 |
| Sharpe Ratio | NA | 1.45 | 0.44 | 0.47 | 0.42 | NA | NA | … | … | -0.01 | 1.44 | 0.59 | -1.38 | 0.78 | 0.87 | 2.76 | -0.98 | 1.92 | 1.07 | -0.24 | 0.73 | 0.99 | 1.45 | 0.11 | 1.19 | 0.66 | -0.99 | 0.32 | 1.06 | 0.65 | 1.25 | 1.83 | -0.61 | 0.00 |
| Standard Deviation(%) | NA | 53.39 | 32.41 | 26.70 | 19.58 | NA | NA | … | … | 8.34 | 53.40 | 8.54 | 14.56 | 8.93 | 18.45 | 6.27 | 9.20 | 4.63 | 7.69 | 8.27 | 6.29 | 7.51 | 7.41 | 13.56 | 10.88 | 20.39 | 23.23 | 8.93 | 7.84 | 7.30 | 8.70 | 10.97 | 13.18 | 13.48 |
| Draw Down(%) | NA | 4.63 | 23.70 | 24.37 | 24.37 | NA | NA | … | … | 0.78 | 4.63 | 8.46 | 24.21 | 5.11 | 20.80 | 2.74 | 14.16 | 2.37 | 5.13 | 9.08 | 4.71 | 7.97 | 5.56 | 12.52 | 8.33 | 21.71 | 35.92 | 4.94 | 6.74 | 4.88 | 7.45 | 7.78 | 20.69 | 16.34 |
| Yield(%) | NA | 2.62 | 2.57 | 2.20 | 1.92 | NA | NA | … | … | NA | 0.76 | 2.31 | 2.34 | 2.21 | 1.37 | 1.96 | 1.52 | 0.31 | 2.54 | 2.08 | 2.08 | 2.12 | 2.66 | 2.31 | 2.04 | 2.35 | 2.28 | 2.35 | 2.43 | 2.64 | 1.42 | 0.81 | 0.99 | 1.26 |
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 Commission Efficient ETFs Strategic Asset Allocation – Optimal Moderate |
-9.18%
Feb 2006 – Feb 2009 |
-2.22%
Feb 2004 – Feb 2009 |
3.06%
Oct 2013 – Oct 2023 |
2.80%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Commission Efficient ETFs Strategic Asset Allocation – Optimal Moderate |
20.09%
Nov 2021 – Nov 2024 |
16.43%
Nov 2019 – Nov 2024 |
10.24%
Nov 2014 – Nov 2024 |
9.52%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison Chart