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 Strategic Asset Allocation – Optimal Moderate | NA | -2.27% | 3.85% | 3.96% | 7.61% | 6.56% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab OneSource Select List Funds Rebuild Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 0.67 | -2.27 | 3.85 | 3.96 | 7.61 | 6.56 | NA | … | … | -6.13 | 14.97 | 2.68 | 2.68 | 4.31 | 7.00 | 12.22 | -2.52 | 14.75 | 27.93 | -24.88 | 8.97 | 12.80 | 11.19 | 15.88 | 26.39 | 4.17 | 9.28 |
| Sharpe Ratio | NA | -0.89 | 0.40 | 0.43 | 0.74 | NA | NA | … | … | -0.89 | 3.44 | 0.33 | 0.30 | 0.80 | 1.08 | 1.78 | -0.20 | 1.48 | 1.54 | -1.25 | 0.67 | 1.28 | 1.77 | 2.25 | 4.10 | 0.39 | 0.75 |
| Standard Deviation(%) | NA | 8.37 | 6.98 | 7.14 | 9.63 | NA | NA | … | … | 8.37 | 4.17 | 7.62 | 8.96 | 5.37 | 6.43 | 6.83 | 12.65 | 9.92 | 18.05 | 20.60 | 8.89 | 7.45 | 5.09 | 6.62 | 6.27 | 7.78 | 9.26 |
| Draw Down(%) | NA | 12.52 | 12.52 | 12.52 | 17.42 | NA | NA | … | … | 12.52 | 1.71 | 8.01 | 7.01 | 4.88 | 8.56 | 5.76 | 14.60 | 8.16 | 17.42 | 37.10 | 7.04 | 9.37 | 4.07 | 6.59 | 6.90 | 12.70 | 10.91 |
| Yield(%) | NA | 6.32 | 5.91 | 5.90 | 4.86 | NA | NA | … | … | 6.27 | 7.88 | 3.50 | 6.89 | 4.83 | 4.96 | 3.53 | 3.76 | 3.12 | 3.12 | 5.91 | 7.14 | 9.03 | 7.39 | 7.14 | 4.78 | 3.48 | 3.75 |
Data as of 10/31/2018, 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 Strategic Asset Allocation – Optimal Moderate |
-7.73%
Feb 2006 – Feb 2009 |
0.07%
Feb 2004 – Feb 2009 |
4.46%
Dec 2006 – Dec 2016 |
6.54%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab OneSource Select List Funds Rebuild Strategic Asset Allocation – Optimal Moderate |
20.97%
Mar 2003 – Mar 2006 |
16.29%
Oct 2002 – Oct 2007 |
10.12%
Apr 2001 – Apr 2011 |
8.59%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart