Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Total Return Bond Plan Tactical Asset Allocation Moderate | NA | 6.42% | 2.53% | 2.02% | 2.15% | 3.22% | 4.05% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Total Return Bond Plan Tactical Asset Allocation 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 (%) | -0.06 | 6.42 | 2.53 | 2.02 | 2.15 | 3.22 | 4.05 | … | … | 0.00 | 4.50 | 3.07 | 0.45 | 0.27 | 1.56 | 7.83 | -1.16 | 3.27 | 1.88 | 0.51 | 2.30 | 2.23 | 6.40 | 2.68 | 12.68 | 19.86 | -1.56 | 5.32 | 6.46 | 2.95 | 1.81 | 28.92 | 6.48 | 7.67 |
| Sharpe Ratio | NA | -0.96 | -0.74 | -0.26 | 0.31 | NA | NA | … | … | -0.10 | -1.08 | -0.61 | -1.02 | 0.25 | 0.37 | 3.07 | -2.34 | 2.78 | 1.22 | 0.33 | 1.85 | 1.57 | 5.05 | 1.65 | 3.23 | 3.21 | -0.36 | 1.30 | 2.19 | 0.60 | 0.18 | 5.32 | 1.35 | 1.14 |
| Standard Deviation(%) | NA | 1.93 | 1.66 | 2.10 | 1.81 | NA | NA | … | … | 0.57 | 1.95 | 1.93 | 0.92 | 0.99 | 3.57 | 2.10 | 1.06 | 0.95 | 1.37 | 1.45 | 1.24 | 1.40 | 1.26 | 1.60 | 3.90 | 6.16 | 6.94 | 1.79 | 1.46 | 1.30 | 4.86 | 5.30 | 3.99 | 4.70 |
| Draw Down(%) | NA | 1.05 | 1.25 | 6.94 | 6.94 | NA | NA | … | … | 0.06 | 1.05 | 1.25 | 1.50 | 0.83 | 6.94 | 0.96 | 1.65 | 0.36 | 1.31 | 1.37 | 1.41 | 2.08 | 1.18 | 1.51 | 3.35 | 3.50 | 6.42 | 1.13 | 1.02 | 0.97 | 7.56 | 6.18 | 5.11 | 4.22 |
| Yield(%) | NA | 5.72 | 3.65 | 2.83 | 2.52 | NA | NA | … | … | NA | 4.28 | 4.67 | 1.49 | 1.43 | 1.55 | 2.61 | 2.60 | 2.20 | 1.70 | 1.61 | 2.07 | 2.33 | 3.00 | 2.54 | 5.03 | 6.12 | 5.59 | 4.25 | 4.17 | 3.77 | 4.00 | 7.24 | 7.16 | 8.48 |
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 Total Return Bond Plan Tactical Asset Allocation Moderate |
0.18%
Feb 2020 – Feb 2023 |
1.35%
Dec 2013 – Dec 2018 |
1.75%
Feb 2013 – Feb 2023 |
3.18%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Total Return Bond Plan Tactical Asset Allocation Moderate |
14.02%
Mar 2001 – Mar 2004 |
9.44%
Jul 2002 – Jul 2007 |
8.86%
Apr 2001 – Apr 2011 |
6.67%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison Chart