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 Strategic Asset Allocation – Optimal Moderate | NA | 4.98% | 3.15% | 6.15% | 5.17% | 7.71% | NA | … | … |
Data as of 07/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab OneSource Schwab Funds Extended Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 10/25/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 4.98 | 3.15 | 6.15 | 5.17 | 7.71 | NA | … | … | 9.24 | 3.04 | -0.44 | 4.48 | 11.61 | 12.52 | 0.69 | 15.21 | 28.25 | -26.12 | 9.74 | 13.84 | 11.15 | 13.28 | 23.56 | -8.58 | -3.17 |
| Sharpe Ratio | NA | 1.16 | 0.54 | 0.83 | 0.36 | NA | NA | … | … | 1.96 | 0.33 | -0.06 | 0.74 | 1.66 | 1.63 | 0.05 | 1.23 | 1.41 | -1.14 | 0.66 | 1.39 | 1.38 | 1.66 | 2.99 | -0.96 | -0.52 |
| Standard Deviation(%) | NA | 5.39 | 7.44 | 7.07 | 12.78 | NA | NA | … | … | 4.47 | 8.64 | 8.20 | 6.01 | 7.00 | 7.64 | 13.43 | 12.25 | 19.97 | 23.77 | 10.21 | 7.59 | 6.52 | 7.41 | 7.65 | 10.03 | 10.48 |
| Draw Down(%) | NA | 3.98 | 11.36 | 11.36 | 40.24 | NA | NA | … | … | 2.23 | 6.63 | 8.83 | 5.20 | 6.99 | 6.00 | 11.84 | 8.91 | 17.63 | 36.74 | 6.94 | 8.29 | 4.42 | 6.75 | 7.76 | 16.66 | 16.82 |
| Yield(%) | NA | 0.51 | 4.02 | 3.77 | 3.74 | NA | NA | … | … | 0.35 | 0.90 | 8.39 | 3.28 | 3.92 | 3.52 | 2.77 | 3.24 | 2.57 | 5.67 | 5.10 | 4.65 | 4.40 | 2.63 | 1.99 | 2.25 | 2.44 |
Data as of 07/31/2017, 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 Strategic Asset Allocation – Optimal Moderate |
-8.06%
Feb 2006 – Feb 2009 |
-0.13%
Feb 2004 – Feb 2009 |
4.82%
May 2007 – May 2017 |
6.05%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab OneSource Schwab Funds Extended Strategic Asset Allocation – Optimal Moderate |
21.71%
Feb 2009 – Feb 2012 |
16.66%
Feb 2009 – Feb 2014 |
9.94%
Mar 2003 – Mar 2013 |
8.16%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart