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 Strategic Asset Allocation – Optimal Moderate | NA | 15.30% | -0.63% | -0.56% | 0.87% | 2.38% | 3.15% | … | … |
Data as of 10/31/2024, 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 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 (%) | -0.29 | 15.30 | -0.63 | -0.56 | 0.87 | 2.38 | 3.15 | … | … | -0.09 | 4.44 | 6.76 | -12.78 | -0.92 | -0.53 | 8.59 | -1.33 | 0.31 | 1.30 | 2.85 | 5.17 | 1.44 | 9.76 | 3.34 | 9.40 | 14.88 | -0.95 | 6.23 | 5.16 | 1.45 | 3.51 | 9.10 | 11.34 | 9.09 |
| Sharpe Ratio | NA | -0.26 | -0.75 | -0.54 | -0.19 | NA | NA | … | … | -0.10 | -0.44 | 0.38 | -2.05 | -0.35 | -0.09 | 2.06 | -0.97 | -0.07 | 0.34 | 0.74 | 1.64 | 0.53 | 6.05 | 1.47 | 2.70 | 2.91 | -0.27 | 0.82 | 0.68 | -0.28 | 0.66 | 2.57 | 3.46 | 1.27 |
| Standard Deviation(%) | NA | 4.80 | 6.23 | 6.26 | 5.09 | NA | NA | … | … | 1.49 | 4.87 | 6.67 | 6.91 | 2.67 | 8.56 | 3.49 | 2.71 | 4.32 | 3.25 | 3.78 | 3.13 | 2.66 | 1.60 | 2.25 | 3.46 | 5.09 | 7.07 | 3.97 | 2.80 | 2.52 | 3.90 | 3.27 | 2.96 | 5.32 |
| Draw Down(%) | NA | 3.50 | 16.22 | 21.73 | 21.73 | NA | NA | … | … | 0.17 | 3.50 | 7.53 | 17.08 | 3.23 | 16.32 | 2.36 | 3.92 | 4.95 | 4.16 | 2.40 | 3.21 | 4.34 | 0.45 | 1.46 | 2.92 | 3.25 | 6.65 | 2.45 | 1.88 | 2.58 | 4.41 | 1.70 | 1.05 | 4.13 |
| Yield(%) | NA | 4.42 | 4.01 | 4.29 | 3.81 | NA | NA | … | … | NA | 1.48 | 4.34 | 4.12 | 2.25 | 6.14 | 3.62 | 2.56 | 1.00 | 3.44 | 4.25 | 5.63 | 4.22 | 5.62 | 6.29 | 7.16 | 8.43 | 5.57 | 5.04 | 4.47 | 4.75 | 5.26 | 6.41 | 7.38 | 8.36 |
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 No Load NTF High Yield Bond Total Return Bonds Plan Strategic Asset Allocation – Optimal Mode |
-5.89%
Oct 2019 – Oct 2022 |
-2.84%
Oct 2017 – Oct 2022 |
-0.16%
Oct 2013 – Oct 2023 |
2.36%
Nov 2009 – Nov 2024 |
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 Strategic Asset Allocation – Optimal Mode |
10.03%
Feb 2009 – Feb 2012 |
8.07%
Feb 2009 – Feb 2014 |
6.88%
May 2001 – May 2011 |
6.08%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart