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 No Transaction Fee Schwab Mutual Funds Tactical Asset Allocation Moderate | NA | 5.82% | 1.69% | 4.65% | 7.19% | 9.77% | NA | … | … |
Data as of 07/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab No Load No Transaction Fee Schwab Mutual Funds Tactical Asset Allocation 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 (%) | 0.12 | 5.82 | 1.69 | 4.65 | 7.19 | 9.77 | NA | … | … | 9.13 | 5.27 | -5.06 | 2.73 | 11.54 | 5.42 | 0.44 | 14.02 | 28.26 | -0.42 | 15.95 | 17.59 | 15.31 | 11.36 | 17.46 | 3.14 | 7.34 |
| Sharpe Ratio | NA | 1.85 | 0.49 | 0.78 | 0.74 | NA | NA | … | … | 1.77 | 0.84 | -0.69 | 0.45 | 1.50 | 0.91 | 0.03 | 1.00 | 2.45 | -0.22 | 1.15 | 1.76 | 2.06 | 1.22 | 3.12 | 0.38 | 1.09 |
| Standard Deviation(%) | NA | 5.36 | 6.14 | 6.52 | 8.85 | NA | NA | … | … | 4.89 | 6.05 | 7.35 | 6.09 | 7.65 | 5.88 | 11.85 | 13.96 | 11.51 | 6.10 | 11.21 | 8.11 | 6.38 | 8.55 | 5.37 | 5.40 | 4.63 |
| Draw Down(%) | NA | 2.60 | 10.97 | 11.62 | 12.03 | NA | NA | … | … | 2.20 | 4.89 | 10.97 | 5.98 | 8.36 | 5.49 | 12.03 | 9.16 | 5.24 | 5.82 | 8.55 | 8.63 | 4.89 | 9.39 | 2.77 | 6.73 | 3.51 |
| Yield(%) | NA | 1.13 | 3.82 | 3.80 | 3.82 | NA | NA | … | … | 0.31 | 3.36 | 4.96 | 4.17 | 4.26 | 3.89 | 2.20 | 3.07 | 3.83 | 3.51 | 7.66 | 8.38 | 7.44 | 2.10 | 2.32 | 3.78 | 7.49 |
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 No Load No Transaction Fee Schwab Mutual Funds Tactical Asset Allocation Moderate |
0.61%
Jun 2014 – Jun 2017 |
1.87%
Apr 2011 – Apr 2016 |
6.90%
Sep 2007 – Sep 2017 |
8.90%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab No Load No Transaction Fee Schwab Mutual Funds Tactical Asset Allocation Moderate |
20.28%
Oct 2004 – Oct 2007 |
16.65%
Apr 2005 – Apr 2010 |
13.12%
Apr 2001 – Apr 2011 |
9.77%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart