Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Conservative Fund Plan Strategic Asset Allocation – Optimal Moderate | NA | 14.94% | -0.60% | 1.74% | 1.81% | 2.99% | 4.23% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Conservative Fund 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 | 14.94 | -0.60 | 1.74 | 1.81 | 2.99 | 4.23 | … | … | -0.09 | 4.38 | 6.95 | -12.78 | 1.19 | 8.54 | 7.06 | 0.36 | -0.84 | 1.38 | 1.59 | 5.28 | 3.19 | 9.20 | -0.50 | 7.48 | 16.83 | 4.10 | 8.25 | 7.47 | 3.85 | 7.48 | 28.84 | 13.81 | 9.09 |
| Sharpe Ratio | NA | -0.32 | -0.76 | -0.22 | -0.01 | NA | NA | … | … | -0.10 | -0.46 | 0.42 | -2.05 | 0.41 | 1.67 | 1.99 | -0.44 | -0.33 | 0.49 | 0.53 | 1.90 | 0.85 | 5.55 | -0.12 | 1.60 | 3.26 | 0.46 | 1.25 | 1.21 | 0.54 | 0.93 | 5.30 | 2.94 | 1.27 |
| Standard Deviation(%) | NA | 4.78 | 6.12 | 5.39 | 4.38 | NA | NA | … | … | 1.49 | 4.84 | 6.37 | 6.91 | 2.86 | 4.99 | 2.85 | 2.15 | 4.40 | 2.39 | 2.92 | 2.77 | 3.74 | 1.65 | 4.60 | 4.61 | 5.13 | 6.97 | 4.20 | 3.48 | 3.12 | 7.02 | 5.31 | 4.32 | 5.32 |
| Draw Down(%) | NA | 3.56 | 16.22 | 17.77 | 17.77 | NA | NA | … | … | 0.17 | 3.56 | 7.14 | 17.08 | 3.23 | 7.89 | 1.48 | 2.27 | 4.76 | 3.83 | 1.81 | 3.21 | 4.70 | 0.45 | 8.34 | 4.43 | 3.47 | 6.65 | 3.04 | 2.91 | 2.80 | 7.57 | 6.18 | 2.44 | 4.13 |
| Yield(%) | NA | 4.69 | 4.08 | 4.57 | 3.73 | NA | NA | … | … | NA | 1.47 | 4.60 | 4.12 | 2.21 | 6.38 | 5.09 | 2.34 | 0.87 | 4.41 | 3.45 | 3.57 | 5.24 | 6.15 | 5.24 | 6.36 | 6.11 | 9.63 | 6.15 | 6.14 | 3.94 | 6.62 | 7.24 | 5.35 | 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 Conservative Fund Plan Strategic Asset Allocation – Optimal Moderate |
-4.20%
Oct 2020 – Oct 2023 |
-0.72%
Oct 2017 – Oct 2022 |
0.87%
Oct 2013 – Oct 2023 |
2.44%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Conservative Fund Plan Strategic Asset Allocation – Optimal Moderate |
16.73%
Mar 2001 – Mar 2004 |
12.43%
Oct 2002 – Oct 2007 |
10.92%
May 2001 – May 2011 |
8.24%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart