Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab No Load NTF High Yield Bond Total Return Bonds Plan Tactical Asset Allocation Moderate | NA | 0.50% | 1.90% | 2.10% | 2.02% | 3.24% | NA | … | … |
Data as of 10/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab No Load NTF High Yield Bond Total Return Bonds Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | 0.50 | 1.90 | 2.10 | 2.02 | 3.24 | NA | … | … | -0.16 | 0.81 | 7.37 | -1.73 | 3.40 | 1.89 | 0.70 | 2.00 | 0.47 | 4.19 | 2.67 | 6.60 | 11.31 | -0.54 | 5.33 | 5.18 | 1.36 | 1.81 | 28.92 | 5.58 | 7.38 |
| Sharpe Ratio | NA | -0.07 | 0.46 | 0.69 | 0.94 | NA | NA | … | … | -0.11 | 0.16 | 2.91 | -2.81 | 2.34 | 1.23 | 0.43 | 1.63 | 0.27 | 3.13 | 1.63 | 2.49 | 2.72 | -0.22 | 1.30 | 1.48 | -0.62 | 0.18 | 5.32 | 1.29 | 1.14 |
| Standard Deviation(%) | NA | 3.57 | 2.47 | 2.08 | 1.80 | NA | NA | … | … | 1.56 | 3.57 | 2.05 | 1.08 | 1.18 | 1.37 | 1.57 | 1.22 | 1.59 | 1.32 | 1.62 | 2.61 | 4.13 | 6.50 | 1.79 | 1.30 | 1.31 | 4.86 | 5.30 | 3.48 | 4.43 |
| Draw Down(%) | NA | 6.95 | 6.95 | 6.95 | 6.95 | NA | NA | … | … | 0.36 | 6.95 | 0.96 | 1.92 | 0.55 | 1.31 | 1.40 | 1.33 | 3.12 | 1.18 | 1.52 | 1.81 | 3.25 | 5.55 | 1.13 | 0.91 | 0.97 | 7.56 | 6.18 | 2.46 | 4.11 |
| Yield(%) | NA | 1.79 | 2.12 | 1.98 | 2.05 | NA | NA | … | … | 0.10 | 1.74 | 2.51 | 2.07 | 1.84 | 1.71 | 1.47 | 2.09 | 1.97 | 2.72 | 2.56 | 2.75 | 5.83 | 5.21 | 4.26 | 4.09 | 2.88 | 4.00 | 7.24 | 6.37 | 8.67 |
Data as of 10/30/2020, 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 No Load NTF High Yield Bond Total Return Bonds Plan Tactical Asset Allocation Moderate |
0.80%
Apr 2013 – Apr 2016 |
1.22%
Apr 2013 – Apr 2018 |
2.01%
Oct 2010 – Oct 2020 |
2.91%
Feb 2004 – Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab No Load NTF High Yield Bond Total Return Bonds Plan Tactical Asset Allocation Moderate |
13.71%
Mar 2001 – Mar 2004 |
8.58%
Apr 2001 – Apr 2006 |
7.20%
Apr 2001 – Apr 2011 |
5.30%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison Chart