Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab OneSource Schwab Funds Extended Tactical Asset Allocation Moderate | NA | -7.01% | 3.46% | 2.99% | 6.64% | 9.09% | NA | … | … |
Data as of 12/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab OneSource Schwab Funds Extended Tactical Asset Allocation Moderate | 12/31/2000 | 03/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.27 | -7.01 | 3.46 | 2.99 | 6.64 | 9.09 | NA | … | … | 7.38 | -6.50 | 10.47 | 7.21 | -0.32 | 4.97 | 6.30 | 13.33 | 1.67 | 9.28 | 22.58 | 6.86 | 17.99 | 17.02 | 14.44 | 14.93 | 22.07 | -2.85 | -2.14 |
| Sharpe Ratio | NA | -0.39 | 0.69 | 0.45 | 0.73 | NA | NA | … | … | 1.32 | -0.87 | 1.94 | 0.83 | -0.04 | 0.67 | 0.76 | 1.81 | 0.11 | 0.80 | 1.93 | 0.99 | 1.27 | 1.50 | 1.87 | 1.69 | 3.27 | -0.75 | -0.67 |
| Standard Deviation(%) | NA | 8.01 | 7.26 | 7.84 | 9.63 | NA | NA | … | … | 5.38 | 8.95 | 5.08 | 8.46 | 9.24 | 7.43 | 8.21 | 7.31 | 14.68 | 11.54 | 11.65 | 6.01 | 11.84 | 9.19 | 6.58 | 8.28 | 6.53 | 5.28 | 6.60 |
| Draw Down(%) | NA | 11.44 | 13.58 | 13.58 | 13.58 | NA | NA | … | … | 0.98 | 13.58 | 2.72 | 6.19 | 9.97 | 5.39 | 9.63 | 4.99 | 12.97 | 8.24 | 5.11 | 3.35 | 9.29 | 11.21 | 4.88 | 11.21 | 5.26 | 6.71 | 10.70 |
| Yield(%) | NA | 3.20 | 2.64 | 4.95 | 4.15 | NA | NA | … | … | 0.09 | 3.17 | 2.08 | 2.81 | 9.19 | 7.90 | 4.07 | 3.34 | 3.18 | 2.83 | 4.17 | 4.32 | 6.59 | 6.98 | 5.11 | 5.66 | 4.20 | 3.77 | 6.02 |
Data as of 12/31/2018, 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 Schwab Funds Extended Tactical Asset Allocation Moderate |
1.99%
Jan 2013 – Jan 2016 |
2.99%
Dec 2013 – Dec 2018 |
6.64%
Dec 2008 – Dec 2018 |
9.09%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab OneSource Schwab Funds Extended Tactical Asset Allocation Moderate |
20.77%
Oct 2004 – Oct 2007 |
18.42%
Feb 2003 – Feb 2008 |
14.70%
Apr 2003 – Apr 2013 |
11.42%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart